It's the case on the E46, E39, E90, E92 etc. The rain sensor resets when you turn the car off, so even if the stalk is in the auto setting, you still need to re-activate it on next startup because the rain sensor is in the sleep state until you do. Or you can just jog the sensitivity dial up and down or whatever to bring the rain sensor back online.
I guess it's misinterpretation on the most part for many owners. Because the auto wipers are indeed auto, but the auto bit refers to automatic speed and interval detection via the rain sensor, not automatic wiper activation every time it rains every time you get in the car if the stalk is in auto mode.
This is logical by design, you don't want the wipers coming on when a bird poos near the sensor, or a sudden spit of water lands on it, or when you go through a car wash (*shudder*) and so on and so on.
If that makes sense.