Same thing happened on me E420. the problem was that there was a tiny piece of a crouton stuck inside the well where the cupholder retracts; it was interfering with retraction only a little bit, but just enough to prevent the cupholder from 'locking' in the closed position. Try taking out the cupholder again and this time clean out and vacuum out the entire cupholder assembly as well as the retraction area. You would be surprised how a little crust of bread could disable one of the coolest features of the car ;-)

good luck