I've not used the BMW CD Changer with MP3 compatability my self, so this is a shot in the dark. Assuming that the CDC is Alpine based (which I'm, reasonably sure it is) and it is similar in functionality to the CHA-S634, then it's possible that it will only read Version 1 ID3 tags and not Version 2. Version 1 tags are pretty simple, just text for Track, Artist etc. Version 2 can contain things like Album Art etc.

So if you are burning another disk, make sure the tracks have Version 1 ID3 info, its quite possible to have just V1, just V2 or both.