I have a 2018 440i GC and I got the GTS style OLED lights, and there's a red and yellow wire that runs up to the lights that go on the hatch. Every single guide and video I've seen shows a 3-series or 2-door getting the lights installed, none with a hatchback.

What happens if I don't connect those wires?

To run the wire I have to get into the headliner to access the wire conduit up to the tails, it's a huge undertaking. The lights seem to be working just fine without that wire connected.