The Owner's Manual tells you how to manually close the sunroof in an emergency. Unfortunately, it requires a allen-style tool which, in BMW NA's wisdom, they no longer provide in the tool kit, most likely as yet another misguided cost-savings measure, probably thought-up by some bright young new hire at headquarters (I say this as when I left college, I was one of those bright young new hires at an auto company who got stuck on the cost-savings committee as the Product Planning representative).
Now, if you think it is worth $9 to have the option of manually closing your sun roof if it ever get's stuck open as a thunderstorm arrives, this is what you need to order:
The Owner's Manual will tell you the rest.
I can just image the call that BMW NA will get someday, when an Owner has the sun roof stuck open, the heaven's open up, and as the owner frantically searches the owners manual and finds the closing procedure, discovers that BMW did not provide the needed tool in the tool kit that came with the vehicle.