Well, I'll just chime in here. I've got a 2003 Tiburon with a FL front bumper, and I didn't have to change my headlights. Now, I've got the KDM OEM style headlights, but that doesn't make any difference because they are essentially the same as US OEM ones (just chromed on the inside). So, with that said, NO,
you do not need to change out your headlights if you switch to this bumper.