BMW will routinely advise new discs even though they're perfectly fine - just as they will advise of worn tyres when they've still got 4mm left.
Ask them specifically how much disc & pad thickness is left - you may find you've still got 5000 miles left in them.
Front discs are 28mm thick and BMW will class them as 'unroadworthy' at 26.4mm (i.e. 1.6mm worn) - however this is purely a BMW figure and it's only the pad that has to have at least 5mm left for an MOT pass - as long as the braking efficiency is within tolerance. So if you 'risk' it and take then down to 26mm and it's taken 20,000 miles to wear 1.6mm, then you've got 5,000 miles left in them (although I'm not saying you should or shouldn't change them at 26.4mm).
There will come a point where the disc is worn enough that the braking efficiency drops off, as you've got to put more fluid into the caliper pistons (i.e. more pedal) to get the same braking effect, plus with less disc thickness you'll get the heat building up more quickly (less mass in the disc as a whole).
I bought some new OEM discs and EBC pads last year after being told the same, but a month later (before I'd fitted the new brakes) it passed the MOT without even an advisory on the brakes (nor the suspension bushes that BMW said needed doing as well).