I've read this thread yesterday and I forgot about posting a comment!
My 320i EU spec car has auto-dimming too and can confirm they work (ext & int), but I can confirm the issue too
On daylight, the exterior mirrors do not dim at all on mine (tested two times, will test it again after reading PrinceBarin's post). I can shine a bright light at it, it will not dim (exterior). At night, they work occasionally. I cannot pin-point when not and when they do, but they do not work always when the interior mirror dims, like the 5-serie one does (drove a F10).
Mostly if a car comes from a direction they work, but if a car comes straight from behind, they do not seem to work most of the time. Sometimes they do, so I'm really confused about when they work and what triggers it (direction? brightness?).
If I shine a bright light at it in the night, they all work nicely. The exterior has some kind of film over it that dims and it 'undims' smoothly, very nice.