I'm thinking the side to side adjustment might not be on the actual housing itself, but part of the bracket the housing attaches to. I'll poke around tomorrow night when I install my new lights and see what I can find, but I'm almost positive it is DOT required that there be a way to adjust them both ways.
My old car had it (which was actually newer then my Denali), but it was totally hidden by the manufacturer. Apparently they don't like joe public messing with that part. You had to literally pry off an innocent looking plastic cover to reveal a bolt that indeed did adjust them laterally.