Thanks for all the replies, here's my take.
I haven't seen the bolt (yet), and I don't know what material it is made from. My best guess is that the bolt and the oil pan are both aluminum; when you get two of the same metals, they contact and expand equally, hence no problems with leakage due to thermal expansion.
I've asked my dealer to show me the drain plug, I can even ask for the oil pan (don't really know how much I can see of the stripped thread). I'll try to get some more information as to why this thing broke, and will keep you guys informed. I really hope this is a freak accident due to use of a compressor and an airgun. Hopefully, BMW's drain plugs are not that weak to strip after 3 cycles.
To the guys using e46's drain plugs ... aren't you concerned about using different metals together to hold a fluid?