Originally Posted by wpoll

You shouldn't need the jumper for just emissions testing - the jumper on the cap is to enable access to the modules other than the engine and trans (via the 16-pin ODB connector), as the later E53 cars have.

Emission testing via the 16-pin connector was a legal requirement in some countries from as early as 1995, hence BMWs half-arsed solution to get it working on the early E53 cars.

In your case either the cap is incorrectly installed, faulty or you may have some other issue. I guess adding the jumper can't hurt, so why not try it?