Here's the issue. The brembo rotors are a harder metal compared to the original bmw. This causes more vibration and less absorbtion from the brake pad. The vibration is what can cause damage to the rest of the vehicle (you cannot sense the vibration, but it's there). The mechanic is an independant BMW mechanic who knows his stuff (he's a Russian guy who used to work as an engineer for the BMW plant in the US).
Believe me, I loved the rotors and pads when I first got them, no problems at all. But give it about 6 months, you'll start causing damage, whether you know it or not! Anyway, take it for what it's worth.

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'02 X5 3.0i
'02 Acura 3.5RL