do you have to change out the roaters on a bmw every time you replace the brake

No, but not a bad ideal at all.

No, only if the rotors are close to, at, or below minimum thickness specification. You should take this very sophisticated, technologically advanced piece of engineering beauty to a trained BMW Specialist (a specialist is someone who only works on one make of vehicle). There are many qualified independent, as well as dealer choices out there. Remember, there is no such thing as a Euro Specialist, or a Japanese Specialist, or a Domestic Specialist, or even a German Auto Specialist - the term would be an oxymoron. A German Auto Specialist would have to be proficient in seven different makes - this is not possible anymore "Jack of all trades, master of none". You can look up an excellent BMW shop by going to the BIMRS web directory (non-profit) at bimrs.org

The minimum rotor thickness is specified/stamped on the rotor (at least it was on my Audi) and is visible when the tire is removed. It will say something like 9mm. As long as the rotor is thicker than 9mm, it does not need replaced. Brake places are typically trying to rip you off and will not tell you how thick your rotors are and will ask for approval to change them when they know you don't need new rotors or pads.