i made the mistake of purchasing LED taillamps for my e46 M3. The lights would only work when the key was turned ON. Otherwise there was a small LED that was lit on each corner. Umnitza neglected to mention how these lights worked and probably a non issue for them as they were flying off the shelves when they first came out.

Since these are aftermarket, make certain you didnt invert any of the connections. The harness used may also not have a firm contact with the factory harness so check those as well.

The only other option i could think of was that your lcm needs programming however the x5 never had an LCD option so i think that's limited to the e46.

Try fiddling with the harness and see how that goes.

good luck,