Most automatic transmissions have a lock-bypass feature - a small hole somewhere in the console, you push something into this hole (like a conventional key, screwdriver, pen, etc.) which allows you to pull it out of park without the key being in the ignition.
I couldn't find any reference to this in the manual... maybe in the newer ones the lever on the console isn't physically attached to the transmission any more and it is all remote/fly-by-wire? How do they take these cars out of park to tow them (i.e. illegally parked) when the owner isn't there?
07 328xi coupe SG/Dakota leather, 6-speed manual, sport/premium/cold
02 325Cic vert AW/Montana leather, 5-speed manual, premium/removable hardtop
93 850Ci Oxford Green/Parchment, auto
71 Buick Riviera, 455 V8 land yacht