The reason is that a lot of crap gets between the tire and the hub and it binds. I applied anti-seize which should prevent this from happening in the future. See the following thread...
http://www.e90post.com/forums/showthread.php?t=15571
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2006 330xi MB, Terra, Burl Walnut, Auto, PP, Nav, Heated Seats, SP w/18in
2002 Acura MDX - wife's ride
2000 Ford Expedition Eddie Bauer 4x4 - wife's SUV retired after 120K miles and lots of problems
1994 Pontiac Sunbird 4 cyl. - retired after 170K miles