Pix look different than my 06, which has the module mounted on a divider panel behind [rear side] of the spare. Take a look at the .pdf of the install instructions, if you don't have a set, on the first page of the long thread [which contains a couple of my posts, if you can't find it] on finding and installing the OEM hitch. It is a module you have to add in this location ......

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2006 X5 3.0 6-spd w/Evo UUC ssk
sport/premium pkgs
born Valentine's Day, 2006.