Remember too, that when you see all those race cars sporting drilled rotors, its because they consider it a good track weekend if they last FRI, SAT, SUN. Rotors and brake pads are disposable items to a race team and they include that in their track weekend budget.
The typical street driver wants longevity from their rotors, a long-lasting pad that is quiet and doesn't eat the rotors up quickly, and brakes that don't squeal or rattle. This is what BMW gives you in OEM products.
Rob@UUC and I go wayyyyyyy back, over 10 years playing with BMW's, don't we buddy? The only 'holed' rotors that we'd run on our cars are the ones that are cast in the formation process (such as what comes standard from Porsche AG).
If you want the look of a more 'racy' rotor, then go slotted from UUC.
Personally, I run OEM on all three of my BMW's.