Mine does it sometimes after Ive stopped and restarted the car. Its really annoying as I have to go back into the aux menu. Also noticed that the menu comes up as a playlist when I do that rather than whatever I had like genre or songs.....
Also drops the "random" setting......all a bit rubbish really.

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3.0d E70 Black/Beige. Dynamic/20" Y spoke, 6FL, running Boards, sun protection.
Owned 2004-2006; 2005 M6 Indiaonapolis red black merino; 745i Individual carbon black - platinum merino full alpina kit with 21" Alpina Wheels, 730d Sport saphire black - grey nappa, X5 4.6is Estoril Blue black nappa, Alpina Roadster 3.4S (Lux) grey/red leather, M3 Cab SMG Nav Individual aegean Blue with grey nappa, 740 Sport Ind Moira Red peach nappa, 330ci C/sport Estoril blue /Ind ecru nappa, 530d Msport ;