I have come across similar problems on other cars. Firstly let me say that I have never had a BMW steering column apart so this is conjecture or advice for something to consider.
The steering column itself is really quite thin in diameter as can be seen where it eventually disappears through the firewall/floor. If one machines a slot in it to accept the peg that drops into the slot from the lock-ign key assembly there is not much depth for the pawl to engage so manufacturers tend to slide a sleeve over the shaft thereby increasing the depth at the locking point.
However, the problem is that 99% of owners generally turn the steering wheel left and right after removing the key to allow the pawl/peg to engage the slot thus mentally checking every time the peg is engaged.
NOT a good idea. Why? Well the sleeve is not part of the shaft even though it is welded in place it is still another piece of tubing. When the peg engages and the wheel is turned to allow engagement with the slot there is a great deal of pressure on the edge of this sleeve (unless it happens to be in exactly the right position) and eventually the edges of the hole/slot in the sleeve tend to get peened (or burred) out and eventually the edges actually foul the peg and lock in the retarded position. Sometimes one can hear a click click click when the wheels is turned - sometimes you cannot but if the mechanism is sticky and the peg doesn't clear the slot the steering column will remain "LOCKED".
I have repaired several FORDs and a few VOLVOs by removing the column shrouds and filing the sleeves flat again. I always advised clients to TRUST the fact that the steering column lock WILL work if anyone tries to steal the car and they turn the wheel - there is NO NEED to check it is locked - it will be locked if the car is steered.
Remember NEW cars do not have steering column locks - well my 7 series don't and. unless you steal my electronic fob there is no way you are driving my car away. You will have to bring a fork lift truck and flat bed.