As far as I know, all 5 lug OEM BMW wheels have the same centerbore which is 72.56mm except for the e39 which uses a 74.1mm centerbore. Are you sure your wheels aren't bent/tires out of balance? The hubs are hubcentric which means they center the wheel instead of the the studs like most cars. The only reason you'd ever need hubcentric adapter rings would be if you're running e39 wheels with the larger centerbore. It's just a shim that fits over the hubcentric flange on your current hubs and converts it from 72.56mm to 74.1mm. E36 wheels won't fit on an e39 since our centerbores are smaller. And furthermore, the "rings" that you're referring to are cast onto the hub, they're not removable, so no, the shop didn't forget to install them.
Unless they're replicas designed to fit the e39 5 series, then yeah, you'll need hubcentric adapter rings
