No...you are NOT OK. You need the capacitors regardless of the pops. As I said in my earlier post, It is there to block any DC bias that might be on the line, either from your portable player or from the BMW head unit (every output driver and input buffer will have some sort of DC bias if it is running off of a single power supply and it is different from device to device depending on the power rail that it's using). If the caps are absent, a potential problem of either your portable unit may overdrive the head unit's DC bias point or vice versa (that's why it's sometimes referred to as a DC blocking cap because it prevents the DC bias of one system from interfering with another). In either case, things might work fine in the short run, but eventually, one of the drivers (either your portable or head unit - usually the weaker one) will get stressed and craps out.