So, definitely not a stupid question. As was stated in the previous answer, this does not apply to BMW's alone, but to automobiles in general.
In a vehicle equipped with an automatic transmission, it is not really needed to apply the parking brake. The parking pin within the transmission will keep your vehicle in place without issue. Even on slight inclines, this poses no problems. If however, you are on a steeper grade (steep enough for the vehicle to noticeably move after putting it in park and taking your foot off the brake ... but apply the brake before you take your foot off the brake pedal), you need to apply the parking brake. This serves two purposes. First, as stated, to ensure the vehicle does not roll away if the parking pin should fail. Secondly, so you can get the car back out of park when it's time to go again.
In a vehicle with a standard transmission, it is imperative that you use the parking brake to secure the vehicle. Some people would believe that having the transmission in gear is good enough. Even with the engine off, the weight of a vehicle is enough to turn the engine over if it is in gear. Mind you, with the ignition off, the engine will not run, but it can still move. Secondly, unlike an automatic, when you leave the car in gear with the engine off, you are still putting pressure on the transmission. It's not good to have the static weight of the vehicle on the gears/bearing of the transmission. This can cause premature wear inside of the transmission. Again, you obviously wouldn't have any strain on the transmission when the auto is parked on flat ground, but then someone can still easily move your car. Drive a roll back recovery vehicle in front of it, hook up a winch cable to it, draw it up onto the flatbed, and drive away. No more car.