The vehicle will turn on the brake lights automatically once your deceleration reaches a certain point, whether you use the brakes or rely on regen, but, as you've said, it does not turn them on while stopped. I've found, though, that if there's any slope to the road, you need them to keep from rolling forward. It will only hold on a hill if it's opposite where the drive indicator is (i.e., backwards when in drive). Depending on the slope of the hill, it can end up using energy (as evidenced by viewing the power meter) to hold ,so I try to use the parking brake in those circumstances.
Note, in some countries, it is considered bad form to sit at a light with your foot on the brake...it is expected that you'd use your parking brakes to keep the glare down for those behind you. Yes, that relies on people actually paying attention that you are stopped, but that is expected. Those lights also consume power, so it also makes sense BMW wouldn't automatically keep them on while stopped, leaving that decision to the operator.
2011 535i x-drive GT, 2014 i3 BEV