The auxiliary fan, if you had one, would be in front of the radiator, directly behind the kidneys.
[Long_Version]I've noticed that like many manufacturers, BMW doesn't like to make more than one wiring harness if they can help it - it's cheaper to mass produce one type than three or four types. The auxiliary fan wiring is part of the main harness from the fuse box that goes up the driver's side to the front, then across the car to the passenger headlight, then back to the AC stuff. No separate harnesses until you get to the actual components.
So, my bet would be that it is the auxiliary fan connector; you just don't have anything to plug it in to.
[/Long_Version][Short_Version]Then it is probably a harness belonging to the A/C.
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