Erm no I wouldn't send them back I get a little bit of condensation in my standard headlights sometimes. You can't keep it out of everywhere it's just one of those things, it goes away quickly enough when the headlights have been on for a few minutes anyway I wouldn't worry about it.
_________________________
Colorado Red 07 Plate ST

Mountune CAIS - 60mm Throttle Body - Full Resonated Milltek System - Bilstein B12's - 300mm front discs - Gloss Black Team Dynamics Pro Race 3's - Tints - Red-Black DMB Badges and loads of eBay stuff...