Why do you have to lock the car to turn off the radio and lights

This most likely is a problem with either the ignition switch electronic portion, or an issue with the ignition switch actuator. We have seen this happen before, even going so far as the car not even turning off when you turn the ignition off and remove the key. BMW has some pretty sophisticated electronics in this vehicle, so it's hard to say for sure without some testing, but I would check out that ignition switch and all related hardware in the steering column first. Hope this helps!