Check that connectors/wiring on the LED ones is the same as in your OEM headlights. I had the same problem and had to move the wire on LED lights connector to match the original wiring connector on my car.

I think there should be couple of posts here about this problem.

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2009 BMW X5 E70 - Sport

SOLD - 2003 X5 4.4 Sport Grey-Green Metallic
Mods:
20” Style 87 Wheels, Running Boards,
Integrated OEM BMW Navi, Intravee
DEPO Headlights with LED AE, DEPO LED rear lights
CAI, DINAN Strut Bar,OEM Body kit