Mate. Random question, but have you by chance got traffic master fitted? This can cause all kinds of issues, the nav system not shutting down is merely one of them. A mate had similar issues with his Champers II, i pulled out the TM system (which he never used) and all was well again. Rather annoyingly BMW hardwired 3 of the wires in, so it means you've got to cut them and terminate the lose wires. 5 minute job to do though.

Anothe culprit for battery drain on the E39 is the FSR by the way!