those are the rear fog lamps. Our Stuttgart counterparts have them wired and ready. For us (as with the rest of the BMW lineup) they do not have this option. Volvo and Audi have them too but they have them both active for some reason. Usually its on the driver side that should be lighted up (LHD = Left and RHD = right, not both)

E39 Retrofit

E46 Retrofit

one option would be to make them as additional brake lamps