when you turn right a light on you right headlight lights the curb up and same with the left side...... would this affect the steering (pull)?
Sorry, I hadn't understood what you meant by turning lights. Never had them myself, but reckon they're so sexy!
Always wanted to do similar, especially for up hill and down dale roads, where the lights don't look the way you want. Hmm, I feel a mod coming on...
I suspect, in these electronic cars, that this would be driven from a sensor on the steering column, and then caused to drive a headlight with a motor. This should provide no load on the steering, and would not change if the system went wrong.
It's worth checking that yours are working as expected; find a wall and do the headlight test, in your case, include steering the car from side to side to exercise the "turning lights".
But I would not expect to find this system having any effect on your steering.