From The E28 Wiki

Auto Won't Shift After Cluster Swap

By rexmo, Thu Mar 02, 2006

Original thread: 535i auto won't shift out of 1st after cluster swap

Problem: I swapped the instrument cluster from a 528e into my 535i auto. Now the transmission won't shift out of first gear when the lights are on.

Cause: The gear selection light bar from the non-EH tranny cluster is the culprit.

Solution: Replace the light bar with the one from your 535i cluster.

Ok, so it's not a common problem. So what, big deal.