Yeah, experimentation can be fun but sometimes expensive.
Now just to be clear I have no inside knowledge of how that circuit is configured so there's that. But if an output circuit is configured to provide power to operate whatever it's intended to drive, it is providing energy to that device. If another source of energy is applied to that circuit external to the original OEM circuit, it may cause problems with that OEM circuit.
Take the brake, turn, or reverse lights for example - if the ETACS ECU is monitoring the integrity of those circuits, they expect to see a simple resistive load. If instead they see another source of electricity (energy) on them, that could confuse the supervisory circuit - or maybe not. There's one way to find out! But there's lots of evidence to suggest at least those three mentioned circuits are in fact supervised, mostly due to reports here on the forum of those who have replaced their original incandescent lamps with LEDs and started to have problems that basically rendered their Mirage undriveable.
Not sure why the low beams got a diode and the high beam did not. But here's a possible explanation:
An inductive load such as a coil of wire (a relay coil) can produce a counter-electromotive force that can damage the driving circuitry. Here's how - when a coil is energized, it produces a magnetic field of whatever strength. When that coil is de-energized, that magnetic field collapses and in turn generates an electric potential (an ignition coil operates in this manner.) If there's any possible path for this energy, it will take it and sometimes cause damage. If they are used, (counter-electromotive force) CEMF diodes usually get placed across the inductive load (coil) so the energy can be dissipated at its source, but can also be placed at the driving circuit configured as a blocking diode keeping that spark from wrecking stuff.
So how would you set that up? Would you use ambient lighting to determine when to switch from low- to high-beams? How would you handle dimming your headlights for oncoming drivers?