I'd suggest calling Volvo Customer Service to see if this problem has been reported (or observed) in other cars.

My first bulb went at about 20k just as I started the car. There must have been a glitch throughout the electrical system because the trip computer was reset to zero. My other headlight was replaced at about 35k.

The dealer's comments don't make sense. But, is there any chance that they changed both bulbs even though only one failed? My dealer replaced both headlights under warranty even though I only indicated that the passenger side was out. That might explain why your right side continues to work.

Maybe another dealer in your area could do better.