Some aftermarket headlamp assys have crappy adjustment mechanisms.
You have to check them right away and return/exchange if they don't work.
The cheaper the part, the more likely the problem.
About every 2 years or so I polish the plastic lenses on the ol' Breeze: rubbing compound and a small wool cutting pad work fine.
If the lenses are really bad, wet-sanding with 1000-1500 and then polishing has worked on several different cars.
But if the plating on the reflectors has deteriorated, they're junk.