I just got my new 2011 X5 this morning, and I have been exploring it's mysteries.

In addition to what was just mentioned (yes, JUST found that out a few minutes ago) it will also go off after you lock the car.

The manual is not CRYSTAL clear in this respect (though so far, overall, I've found the manual to cover most every aspect), but I believe it will also shut off after ~20 minutes so it won't wear the battery down.

But yeah, I had the same feeling - like there's a ghost in the car, but everything is fine.

I am very quickly discovering that MANY things in a BMW do not operate like in other cars. For example, changing tracks/stations. I thought something was wired wrong - it seemed backwards.

When I sat back for a minute to think about it, it dawned on me that it's entirely correct and logical: it isn't BACK and FORWARD, it's UP and DOWN through a list, and labeled exactly so. It just isn't what one expects.