This is interesting...I just found this excerpt from Antennaworld.com:
If the original BMW radio is replaced with an aftermarket radio, the computer defaults to one antenna, probably the largest array. The reception quality will become fairly poor using a single antenna in the rear glass. The best solution apart from re-installing the original radio is to install a single antenna in the rear fender, the old fashioned, old reliable way. Otherwise an aftermarket radio with 2 antenna inputs (diversity system) would be a near remedy: In this case use the default antenna in the rear glass plus an aftermarket small electronic antenna inside the front glass.

BUT, then in the NOTE:
Note: No reception on the AM band means the power is somehow disconnected from the antenna box in the C-pillar. Check for voltage at the box itself. Many times when installing an aftermarket radio the power lead to the antenna box is left disconnected. It should go to the power-antenna lead, (blue or green) of the aftermarket radio.

Very strange...