worn out front end components could appear as brake shimmy, but I doubt that it would cause rotors to warp. Worn out suspension components would definitely show up as steering wheel shimmy at certain speeds. Ask the E39 crowd how they know about that.
As a former E39 owner I had to replace all of the bushings on the front and about half of them in the rear to get rid of the shimmy in the front and rear. It never caused the rotors to warp.
You might be too hard on brakes, meaning that you brake softly for long periods of time. That kind of braking builds up heat and the brakes never have time too cool off and they possibly have pad material burn-n (transfer) to the rotor. Brake as hard as conditions allow for shorter durations. Hard braking but for short periods doesn't build up as much heat, and if it does the rotors have longer time to cool before next braking sequence. More/less never ride your brakes in a sense.