The French stopped using yellow headlights because eventually they realized that the yellow filter in the lamp glass took away too much of the intensity of the light.

I think there is a real difference between ancient technology coloured headlamp glasses and the colour temperature of light emitted by HID lighting systems. Light in the area of 4500° is white but tinged yellow. 5000° light is bright white but tinged blue and 6000° is much more blue. 4500° is probably the nearest to standard halogen bulbs but much brighter while 5000° is what a lot of factory fit units emit. 6000° is what is generally favoured by the owners of garish modified hot hatches. Units emitting light in excess of that in the purple range seem to be used by motorbikes who's owners have a death wish anyway!

Do the Xenons need to be replaced as a pair? Just lost one but seems a bit expensive to replace both if not really needed to

It is best practice to as there will be a noticeable difference in performance between the old and new bulb as they degrade with use.
Plus it would have to be a matching model of bulb otherwise the colour output will be different which can be distracting.
And finally, there is always the law of sod where the old bulb will blow the week after you've changed the other one.