The Lamp Failure Relay monitors the low beam headlights, the brake lights, the tail lights, but not the high beam headlights. You have an imbalance in the current flowing to the the low beam headlights. If the low beam headlights are not a matched pair, there will be an imbalance in current flow. Many brick owners have found it necessary to replace the monitored lights in matched pairs, or to remove the Lamp Failure warning lightt. You may need to check and clean the ground connections, too.