Unfortunately, LED headlights are a whole different animal than incandescent bulbs. Diodes have a very non-linear response to voltage, and the headlights are actually pulse-width driven (point your cellphone camera at your lights in video mode and you probably will see them flickering), so there's a bit more going on there besides very goodI don't own a multimeter but I am guessing if I have my headlights on and plug in the car I should see an increase in brightness if it does charge the 12V battery at the same time as the high voltage one, although maybe LED lights might not work the same way so not conclusive. But if they brighten it might be.
If you are getting this fault with near regular daily driving, I'd continue to press your dealer or Ford for resolution. If this is from the car sitting for extended periods of time in the cold, then it may be an outlier condition that hasn't yet been taken into consideration in the monitoring logic of the software. Although a remote possibility, it's also possible that you just have a defective lead-acid battery. You can ask the dealer (or a chain auto parts store) to do a load test on it (a very simple check that can be done in under a minute) if they haven't already. If it's weak or fails, warranty should cover it.
I can share some of your sentiment, there's a lot of information available that isn't readily brought out through the UI. I need to do some exploring with an OBDII adapter when time permits.