[Qsilver7]

Shouldn't cause a CEL since that light illuminates when something has affected the car's emissions. If removing the fog light housing somehow affected the car's air intake or fuel intake/consumption etc...that would be the only way that it would cause the CEL light to illuminate.

In regards to any other warning...like from the check control system...you may get a warning that a fog light is out unless you coded the fog light warm & cold voltage check monitoring off. But you can easily turn that off using a simple app like Bimmercode...at least on the e & f chassis models.