Those are standard headrests on ALL seats for the 2008 (as far as I know)... They are called "active headrests", and have an airbag-like cushion inside, which rapidly inflates when rear-ended... Another safety feature. They are also the reason why you can not install the inVision headrests (removing "active headrests" sets off SRS sensor and voids the warranty).

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His : 2013 X5 3.5d Deep Sea Blue/Black/Aluminum with ALL packages, 20" 214"s, running boards, Adaptive Drive, Spare Tire, BMW Apps
On Order : 2016 X3 3.5 MSport Silver/Mocha with DHP, CW, Prem, Tech, DA, Lighting

Hers : 2015 328xi MSport Silver/Red

Prior:
2008 X5 4.8
2011 X5 3.5d
2010 335 xDrive
2013 335 xDrive