I've noticed a strange behavior on my 2004 4.4i. If I unlock the doors with the remote then autolock works. If leave the door unlock, like when I get home and park in the garage, then the doors will not autolock the next time I drive the X. Are you using the remote each time you enter the vehicle?

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[Sold] 2004 X5 4.4i - Sterling Gray - Truffle Brown, Sport, Preminum, Rear Climate, DSP, Sirius, PDC, 132's (19 inch wheel), Comfort Seats
Dynavin, JL Audio Stealthbox, Alpine PDX-5 Amp