My previously owned 2015 Mazda 6 with led lights had AFS but not ALH and you could see the light beam swivelling as you say. My current 2014 CX-5 (with non led lights) has both AFS and ALH and you can still see the meam swivel. I'm pretty sure there's a setting to switch ALH on/off - is it one of the buttons at the right side of the dash, next to your right knee? Alternatively, if yours is brand new I believe the new lights don't swivel but instead vary the number of leds lit or some other voodoo.