My Morimotro low beam HID's from The Retrofit Source also show NO gaps whatsoever ....

As OneHundred80 once said, "you get what you pay for" ......

( although I got lucky and the Morimoto's were on sale at $25 off, so mine were only $100 )

Here is a hint to all considering installing HIDs : REMOVE BOTH HEADLIGHT ASSEMBLIES

makes it one heck of a lot easier to remove and re-attach the bulb clips which is necessary to install the HID bulbs, also makes it easier to insure the bulbs are properly seated.
One other advantage is that you can then mount the ballasts under the headlights on the metal frame and get better heat sinking, as well as having them out of sight.