If you start engine with light on, the starter motor drains electric and the balaster may not have enough electric. That's why one side of my HID kept turned off when I crank the engine. When engine is starting, voltage goes low enough to turn the bulb off but not completely disconnected. It does not light up until you turn it off and on again. So I installed relay which directly connects from the battery to the bulb to give direct supply of electricity and therefore prevent the supplied voltage to the balaster from going low.

With 35w HIDs, I've never had any problem like this, but with 55w HID, it happens.