I guess YMMV. I've known people who have compromised their headlight housing. Overall, H9's are a potential risk so buyer beware. Which H9's are you using? Maybe you got lucky and got good ones that seem to work fine.
And to clarify, halogens will never be brighter than LEDs or HIDs. The point of switching to Euro headlights is because they come with projectors lens which then enables you to swap in LED's or HID's without having scatter issues (that USDM reflectors have). The projectors itself has nothing to do with improving intensity... That's why your H9 in USDM is outputting more light than a Euro spec with H11. That's just simply H9 being more intense bulbs than H11's.
I'm a bit confused on what you mean by retrofitting your euro headlights with HID projectors. The Euro headlights already have projectors... they don't need to be retrofitted.
Standard Philips h9. Fair enough, maybe some people have had issues.
I haven't suggested that halogen is brighter than led/hid (oem). That said, an led bulb in a halogen reflector housing like the fiesta is usually much dimmer even though the rated output is much higher because the reflector cannot gather and direct the light properly. If you measure lux at 100-200 feet you will see this. It might be far brighter at 5 or 10 feet but this is a useless test.
You are incorrect about the projector having nothing to do with intensity (btw euro lights use h7) It has everything to do with how the beam is developed. They are designed specifically for each car / truck and the required beam pattern. Some are wider, have more or less foreground due to the vehicles ride height and intended use, some are better at distance. It is all about how the beam is gathered and projected down the road and is a direct result of the projector bowl, lens type, shield, and finally which bulb is used. Halogen projectors and hid projectors are different and give different performance and an hid in a halogen projector does not perform as well as it could. Case in point a subaru wrx h11 halogen projector headlight is very similar to an rx350 hid projector and while it does benefit from an hid kit being added it cannot compare to an hid projector.
This is why you should still retrofit the euro headlights if you want to use hid (not led because they are still junk unless you retrofit an led projector!). Another reason for retrofit is that you can only get crappy bulbs because the only true hid oem manufactured bulbs are d2/d3/d4 based. H7 rebased bulbs almost always have issues because they are never aligned perfectly which affects the hotspot and creates drastic LUX differences.
In my case I will be using the morimoto 4tl-r projector with philips xtreme vision d2s bulbs and 50w ballasts. I have a similar setup on my Subaru (except with xtreme Ultinon bulbs) and is a distance champ. They are not very wide but that was not my intention and if it was, there are better projectors for width but at a sacrifice of distance intensity.
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