Answer:
DEFINITELY NOT!!!!!!!!
you don't need anything from the dealer. of course you are free to spend as much money as you want there, but there's no difference. or even if there is, it's not bad for your car or will hurt anything.
analogy: do you need to buy the light bulbs for your house from the same manufacturer as the fixture? NO! so same for car.... it seems like a silly analogy but it's the same thing.
you need to get the right kind of bulb, but it doesn't have to come from a dealer
Agreed, they'll work and won't do any harm. But may not last as long. Also, likely that you may get an erroneous 'bulb failure' message on the dash. How much exactly are you trying to save on a car worth thousands of £/$? I'm guessing the previous answerer has never owned a BMW.