Front, back, or both?
How's the condition of your turn indicator? Your BMW may have a feature that turns on the front & rear turn indicator when the ignition is off when you flip the turn indicator to either the left or right...this is a park light feature for when parking at night on narrow dark roads. It alerts oncoming traffic to your vehicle being parked on the roadside.
If your turn indicator is malfunctioning...it may be the reason why the lights are on.