I've seen some ZHP sedans without bixenons. Shawn (elcid86) can confirm.
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You can't retrofit the single-Xenon headlights because they're pre-facelift, which is a different shape. Even retrofitting just the innards isn't sufficient; I'm not sure they'd fit properly, and even if they did, your housings don't have the opening on the bottom of the housing where the ballast should sit.
This is why a projector retrofit in your existing headlights is your best bet. You should still code them so that the car doesn't try to do bulb tests on the Xenons, which pulses them and significantly shortens their lifespan.
If OP has a coupe you are correct, no single xenon option available. Facelifted LCI sedans came with several options.
E46 saloon/wagon Facelift (2001-2005)
AL Halogen H7
ZKW Halogen H7
AL Single xenon D2S
ZKW Bi-xenon D2S
AL Bi-xenon D2S
E46 coupe Facelift (2003-2006)
AL Halogen H7
AL Bi-xenon
Mea culpa, I guess I was misinformed.