Alex-
As a part of the Convenience Package on my 2003 Z4, there is an "automatic" setting for the lights. They turn on at dusk, and off when it gets light. Of course, they turn on too early and off too late, but I understand that this can be adjusted.
Not sure if it was an option on '00, or on your car. I'm gonna guess that if you don't have it, the car was just ordered w/o it.