Welcome to the board. The reason why a lens cover is not offered is because it would be illegal. US and Canadian regulations prohibit the installation of a cover, even a "clear" one, over a certified lamp while it is operating. That is because such covers tend to interfere with the safety performance of the lamp. Even new, directly-out-of-the-package "clear" covers tend to block a significant portion of the light. You can also get beam distortion (= extra glare and backscatter) as the cover ages and degrades. Most of them are plastic, and none that I know of have the surface treatments and hard coatings against UV and abrasion that are required for plastic headlamp lenses -- and even if they did, you can take a walk down any street and see how inadequate those requirements are, so just imagine the degree of deterioration for UNcoated plastic!
All that said, my memories of the early '70s Datsun Z-car era are a little foggy, but I do seem to remember there used to be glass covers available for the "sugar scoop" headlamp cutouts, contoured to match the hood/fender line. If you can still get those, that would seem to address your issue, wouldn't it? You would still suffer some light loss because of the steep horizontal rake angle of the cover, and you'd have to keep a careful eye on them to watch for condensation and dirt buildup, and yes, they'd still be illegal, please note I do not recommend getting these; you really should leave the headlamps uncovered, whichever headlamps you wind up with.
I agree with Stern's assessment; right now the 7" headlamp based around Hella's 90mm projector is definitely the best-performing 7" round headlamp available. Over the next couple of years we will see some LED units coming on the market that equal or beat that lamp, and those will have a more traditional lens/reflector appearance you may prefer, but for the time being the BiXenon is best-in-class, by a long shot.
Lifespan of the Hella projector/ballast can reasonably be expected to be several decades. Bulb, figure 10 years of normal nightly-driver service before you would want to replace it to restore full intensity.
To compare the BiXenon projector vs. any H4 is really not a fair comparison; the H4 system's technology and output is so very far behind the BiXenon that it's sort of like comparing a 1913 Model-T Ford to a Corvette: if you were in a horse and buggy before, then the Model-T feels like a great improvement. But it cannot hold a candle(!) to the Corvette.
That said, you should factor in how much night driving you're actually doing in this car before making a decision. If you don't drive a whole lot at night, and you're mostly in town, then you're probably best off putting in headlight relays and wisely-chosen bulbs in Cibie or other top-performing H4s. There aren't many others worth using...Koito makes an excellent one that is tough to get, and Marchals were the best ones ever made though they're no longer produced -- I would not use the Hella or Bosch lamps or any of the enormous number of non-legitimate brands out there.
But you mention twisty mountain roads; if that's what you're driving then it makes sense to spend the big bucks for the top-notch headlamps. One of the biggest advantages of a well-engineered Xenon system is much wider illumination than you get with halogen lamps, which is a big help on curves and twists.
Definitely don't try to put together a cheap HID system by getting halogen lights and installing an "HID kit"; those are dangerous and illegal no matter what kit or what lamp you have in mind.
There is a fair amount of misunderstanding about low beam cutoffs. As long as the lamp is aimed correctly a low beam cutoff is generally beneficial (makes it easier to see in fog, snow, and rain), and the seeing range is not determined by whether the low beam has a sharp cutoff, a soft cutoff, or no cutoff at all. People who complain about a sharp cutoff aren't making up complaints; they really are seeing the cutoff on the road surface and they really can't see beyond it. But they couldn't see beyond the same distance (or less) with a non-cutoff low beam they were accustomed to -- the difference is that the cutoff is a very visual indication of where the driver's seeing range ends. That indication is not available with non-cutoff low beams. Most of us routinely drive faster than our low beams support, which is why we get edgy and uncomfortable when we can see how short our seeing distance really is (for example when curving left). The answer to that discomfort is to SLOW DOWN.
As for the BiHalogen: not as good as the BiXenon, better than a typical good-quality H4 setup. But it uses the short-lived H9 bulb, which means you would frequently be replacing the bulb. I don't recall how easy or hard it is to get access to the back of the headlamp on a Z-car to replace the bulb, but if you have to remove the lamp from its mount, you would have to re-aim the headlamps each and every time you replace the bulb (same goes for an H4, by the way). That would quickly grow to be a nuisance and a running expense.