Most BMW, Audi, Mercedes, Porsche and VW today come with transmission fluid the factory calls lifetime. There is no change interval in the book.
Lifetime does not mean forever. At SEMA I asked the ZF engineers, the people who design these transmissions, what lifetime means. They told me 120,000 miles. That is how long the car maker plans the car to live, not how long the transmission can live.
Transmission fluid is a consumable, the same as engine oil. It works hot. With every shift the clutches wear a little and this material goes into the fluid. The additives get used up and varnish starts to build on the valve body. The valves and solenoids in there have very small clearances, and dirty fluid makes them slow or makes them stick.
There is no warning light for this. The shifts get harder or later so slowly that the driver gets used to it. When it is bad enough to notice, a fluid change does not bring it back anymore.
A fluid change on these is not only drain and fill. The fluid has to have the approval for that transmission. On many ZF transmissions the filter is part of the plastic oil pan, so the pan gets changed too. There is no dipstick. The level is set with a scan tool at the correct fluid temperature, because only at that temperature it is right.
If you want your transmission to last much longer and work at its best, change the fluid every 40,000 miles, 60,000 at most.