you have the BMW unit or an aftermarket unit?????????

you should be able to stay on AUX if aftermarket whether or not there is a signal in the AUX line until you switch to another mode : FM, CD, Etc.

Sirius will usually drop in areas with no repeaters if going under a bridge, dense foilage, etc. It will then restart when a signal is received....

Please tell us exactly which unit you have, what year BMW and where/how your sirius unit is located and connected..