We often get calls from people saying they can't tighten their valve stems down all the way. This leaves the valve stem loose on the wheel, and of course will not seal when a tire is mounted. The OE-style BMW TPMS valve stems use a breakaway locking flange that must be broken when being installed without sensors.
When installing, the valve stem may feel tight before it is fully seated. You must keep tightening until the locking flange breaks and allows the stem to be fully tightened to seal. Once broken, this flange acts as a thread locker to prevent the valve stem from loosening while driving.