Hey nadoo1004
Don't believe them if they tell you it's normal. My old iphone 3Gs and my wifes iphone 4 do not have this issue.
Whether it's the auto manufacturers Audio Connector Kit Firmware needing an update, as Apple suggested to me, or something with the software on the iPhone is up in the air. I would suggest contacting the BMW dealer in your town and asking them up if there are any firmware updates for your vehicle and let them know about the issue as well.
You can also report it to the Apple Tech Feedback at http://www.apple.com/feedback/iphone.html
Two other things if interest that I have read in the forums are:
1. Pocket Dock by SendStation sold on Amazon is an alternative. It is an adapter that plugs into the charging port and has a headphone jack. This has worked for others on the forums who didn't mind spending some more cash.
2. The problem does not seem to effect Honda's. After I read a post on these forums from someone saying they had no problems with thier Honda, I tried my 4S in my wifes 07 Honda Civic and it worked perfectly.