This is a schematic I found somewhere, it might not be applicable to your BMW but it definitively typical of R1200 motorcycle.
I use it to work on my 2009 R1200GS and it is mostly accurate.
Note the absence of fuses, all the outputs are monitored by the ZFE (main control module) for short circuits/excessive current draw. If such a condition is detected, the ZFE cut the 12v to that output (shut down and restart motor to reset).
You can also see the absence of direct wire for the lights. All the switches are connected only the the ZFE and 'ask it' to send power to the requested light.
Look at the left multifunction switch, you'll see only one common wire for left flasher, horn and High beam. The LOW beam is on by default, no power running through the handlebar switch.
1st step of diagnostic: swap the bulb with the high beam to make sure it's good (dead new bulbs are not unheard of)
2nd: check carefully the connector where you plug the bulb, make sure it makes a good contact. It's hot behind the bulb and sometime, the connectors become loose.
3rd: Measure with a voltmeter (motor running) if you have power at the bulb connector.
If power present, replace connector
Non power, check wiring from ZFE.