I can explain.
The reason BMW wants you to change these, is that XENON bulb is only on the outer side of the light, meaning that certain pattern of spray pressure is directed to the outer part of the headlight and the rest of it.
With LED lights
BOTH outer and inner "bulbs" give light, meaning that a different pattern of spray pressure has to be applied on both parts of the headlight - outer and inner.
You can of course ignore the change, but it is unknown how this will affect your safety on the road, meaning driving in "dirt" conditions.
Hopefully this explains it a bit
