Since there isn't an industry standard for controlling portable devices (see how well Bluetooth is working out?) a simple aux input is better than nothing. Not everyone uses an Ipod, and not everyone wants to pay for the engineering, jacking up the MSRP. I'm sure they looked at the number of sales to be gained, and probably decided it wasn't worth the cost.
Aftermarket is more likely.
2006 330xi Arctic, black leather, aluminum.