As above - LED isn't as good yet.
Getting really, really specific about why: LEDs are flat squares or flat circles. They aren't thin coils of wire a few mm long and a fraction of a mm across. The reflectors are designed for the thin wire coils, so that light is reflected perfectly forward from that exact source.
LEDs cover that source area and then some extra. It's the extra that causes both parts of the problem.
1) For the area where the halogen bulb filament is, the LED light source may not put out as much light. Its total output (which includes that area which is only a small part of the total light emitting surface of the LED H4 bulb) is probably greater, but the light output where it really matters isn't "much greater". This leads to less light where you actually want it with LEDs.
2) Because the majority of the light emitting surface of the LED is outside the expected area, it strikes the reflector at the wrong angles and basically just goes everywhere. It's the same as HID except it doesn't look like someone's arc welding in your headlights. It's still a blindingly bright scattered light.
I have NORMAL (stock, factory) globes in my car (both IPF Fatboys have perished now, the bloody things just didn't last what I expected $160 globes to last). I have a pair of 100W halogen driving lights, a single 10-CREE LED lightbar (120W, 10320 lumens) and a pair of 4-CREE LED lightbars (40W, 3340 lumens each). When we're on the highway late at night towing we want to see ... so I turn on the light bar. I don't need anything else.
Do yourself a favour - get the lightbar. Sunyee in Vic sells them nice and cheap on eBay and they actually bloody work a treat!