First of all, it would be rare for someone to feel they want or need to tell you to switch to the brighter headlight setting- you're free to make that decision without any help, and that is why you haven't heard this before.
Second, I imagine this is the kind of thing that would vary regionally, so an answer from one part of the world (or even from another part of one's own country) might be different.
Where I come from (Midwest US), we don't say 'dip' to refer to low beam. We say 'dim' your lights. We refer to the high-beam setting as 'bright lights'. 'Last night I was driving along, and some jerk had his bright lights on. I flashed my brights at him, but he didn't dim his lights until he got past me.'