There are three components to my knowledge. below is my anecdotal knowledge so pls verify if needed :)
- remote car monitoring/bmw connected app. this can be tweaked (its off by default) via idrive. I believe there is also some anonymized sharing with "parknow" and real time traffic apps.
- maintenance notifications. this is on by default and can be disabled in bmw's new "my car" website. They also send you a postcard letting you know its on periodically.
- "sos" services - I would call BMW and ask to have it turned off (its on by default). The signing of the doc might be depending on the state you're in. Mine's NJ reg, but NY dealer.
If BMW ever shares the location data with third parties other than police, I would have major issues with all of this.
To answer sibling post, SIM cards are located inside the Navi computer, which is a big gray/black metal box behind one of side access panels within the trunk (or under trunk for most sedans). BMWs can also be coded (google that- dealer wont do it) to not use SIM data completely. If you truly want teleservices disabled, find a friendly BMW modder shop adept at coding and they'll help you void your car's warranty :)