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I've had the odd bother with lights on the car, a fog light or a wing mirror indicator stopped working, the bulb wasn't blown but was replaced anyway and later on stopped working again.

Now it's the dipped beams, first one then the other went completely. Parking lights, main beam and front fog lights are all ok. So far.

Is there anything likely causing this? Should I be mildly or very worried?

Incandescent lights blow from time to time. Same for LEDs albeit much slower.
You could check your battery, alternator and voltage regulator for any shady stuff with regards to voltage.

Alternator and battery should hopefully be ok, they were replaced as part of a warranty repair that turned out to be caused by something else.

It just seemed sus that first one headlight went and then next day another.