I've rented beamers with Sixt at LAX and O'Hare, the latter just a couple of weeks ago. I didn't have any issues connecting to bluetooth so that I could use CarPlay. Could it be inconsistencies in how their BMW fleet is set up?

I ususally set up the bluetooth connection before driving off the lot, just so I can get staff assistance if it doesn't work - not being able to connect to the car is enough for me to insist on a new vehicle if they're unable to fix it.

Bluetooth and carplay do indeed work as you need to be connected to the vehicle. I used those features too. The ConnectedDrive feature discussed here is when you install the BMW app on your phone and register the VIN number of the car to your personal BMW account, verified by tapping some buttons in the vehicle while linking, and "owning" the car in your BMW app. This gives access to things like remote location tracking, starting the car from anywhere to get the airco etc working.

n.b. Doing this in a rental car probably violates some of the terms and conditions one would have to agree to when linking the car, like "I promise this is _my_ car and/or I have permission from the owner to link it to my personal BMW account"...