All kinds of issues in the link posted by QS.

This is what I've found:
1. I can play back visual voice-mail through my Apple bluetooth headset
2. Playing back visual voice-mails through BMW's bluetooth connection does not work

So I think that either
1. BMW's bluetooth is the problem
2. Apple's bluetooth implementation is the problem and only works properly with some devices

So QS's suggestion about asking Apple the bluetooth question would require more specificity.