Because the way you have it wired up, you are activating both the high beam and the low beam at the same time. One headlight is the low beam, which stays on all the time time, the other headlight is the high beam, which should be activated when the high beam switch is activated.

There is no reason to have a relay on the high beam side, which is why I drew it without a relay. Just use the high beam wires from the headlight plug to activate it. Wire in an ignition hot with a relay for the low beam side so it stays on all the time.

You can just use the headlight plug for both headlights and wire the low beam side to the lowbeam headlight, the highbeam side to the highbeam headlight. But with this set up, your low beam headlight will go out when your highbeam comes on, which I think is what your trying to avoid. The only reason for the relay on the lowbeam side is to keep it on all the time like the factory did. The only headlight that gets toggled is the high beam.

Unless your relay has two seperate input sources and the two outputs are not connected together. But the way I think you have it wired up is both headlights are running at the same time and both powered from the same relay. Which would not give you the ability to have a high and low beam headlight. One headlight is the low beam, the other headlight is the highbeam. If your low beam is on, you only have one headlight working. Only when the highbeam is on do you have both headlights on.