Its because you have bi-xenons. Basically there is a flap in the left light that is always covering half of the light until you put on your highbeams (by pushing the stalk). Then the flap lifts, and the full xenon illumination lights the road.

However, because xenons take a couple of seconds to reach full brightness, BMW still includes a halogen light (which is what you have circled in the pic).

The halogen light only lights up for quick & emergency flashing, and lights up by pulling towards you on the signal stalk.

So have, someone sit on the car, and alternate between pushing & pulling the highbeam stalk and you'll see what I mean. Or drive upto a wall and play with the stalk yourself, it should become pretty obvious then...