Do they come on gradually, or full power right away?

 

Here's a possibility: The starter switch. The headlight circuit is normally closed through that switch and when the starter button is pressed the headlights will go off while the starter circuit is closed. If you can get it to happen again, pushing the starter switch again and then let it snap back might might get the switch to make contact. The no headlights happened to my 05 650 after starting it and found in the switch there is a spring loaded crossbar that was in a bind. Disassembled the assembly, squeezed that bar so it moved freely in it's slot, cleaned the bar and four contacts, reassembled it all resolving the problem. Now, be careful taking it all apart cause there's some small screws and a some springs that can easily get away. Plenty of lighting and your best white bath towel arranged under the work area might help.........just don't get caught by your wife :shock:
link to the only pics I have of it: http://picasaweb.google.com/NealsWebPics/StarterSwitch#

 

Neal is on to something, check out this thread:
http://burgmanusa.com/bkb/650+Stock+Ele ... ter_Button

 

Hmmm.... This sounds like it might be the problem. Since I'm a mechanical dolt, I'll pass this on to my mechanic. Thanks for including the pics too.

 

First thang I thought of, as was said, engine start switch. Its known to happen on the 400's too.

Simple fix really, so should be that bad.