"cloudy" lenses can be polished using kits from 3M amongst others. Go easy as its plastic 
I think he means the projector lenses - can only access these by splitting the lights.
Also, the xenons are glass. However, you're right that polishing can massively improve the plastic (non-xenon) units.
This is my nephews car. Process was as following:
- Admire the cloudiness.
- Tape off around the headlights
- Wet sand (I forget which grade I had) until cloudy effect gone
- Admire the new Matt finish. sh*t yourself and wonder if you've done the right thing
- With a DA polisher, polish with a firm/medium pad and compound, and then buff with a soft pad
- Remove excess polish (I use gtechniq panel wipe)
- Apply sealant
Before
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Closeup before
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After
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Closeup
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Much better!
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