This article will (hopefully) explain how to modify the locks on your R11 bags (and topcase) so you can remove the key with the bags unlocked. I can only guess as to BMW's reason behind requiring the bags be locked to remove the key, but I am positive that it is a pain in the ass for me.
With the key in and the lock unlocked (so the key will pull the cylinder out easily), stick a paper clip in the hole and push the spring loaded tab in while pulling on the key lightly. When the lock face is out far enough to grab onto, use it to contiue pulling on since the locking tabs will eventually let go of the key as you're sliding the cylinder out. Keep reading for the appropriate warnings :)
There are 7 tabs and springs in the cylinder, 6 of which do the actual locking with the last one being the tab that holds the cylinder in the bag during normal use. The locking tabs are arranged 3 per side with small springs to push them out when there's no key in the cylinder.
Each tab has a different width slot in it that the key runs through. The width of the slot and the bump on the key determine how far it will be pulled back into the cylinder. All 6 must pull back a certain distance to allow the cylinder to turn in the lock.
Note: This is how my lock worked. It may be that your lock needs to have some grinding on the spring side of the tab as well. who knows? As usual, YMMV :-)
The good news here is that if you only have to grind off the side of the tabs that are pushed away from the spring side, you won't affect the locking ability of the lock at all! In my case, only 4 of the tabs needed any grinding at all.
On to the fun part. Holding the cylinder as earlier, work the key out
until you can remove the first locking tab (furthest away from the
face of the lock). When you pull it out you'll see the small spring
buried down in the little hole. With the tab out, shake, dig, or pry
the little spring out (carefully of course) and set the pair down on
your work surface.
Repeat the process until all of the tabs are laid out nicely, kind of like this.
Sorry about the poor quality of that picture, there wasn't much light and I had trouble getting close enough to get any detail without screwing up the focus.
With the key in the lock, insert the cylinder back in the bag to make sure you've got the clearance right. If you look closely at the lock holder, you'll see a sloped grove cut in one part of the lock. This grove will push the tab into the cylinder as you turn it, so set the tab against the to of the grove and turn it as you push lightly. The tab will push into the cylinder and the whole mess will slide into the lock. Make sure the slot in the end of the cylinder looks like it will line up with the tang down inside the lock so things will go together all the way.
With the cylinder reinstalled and turning to the right positions, hold the lock in with a finger on the face (remember the retaining tab isn't back in yet) and try to pull the key out from both the locked and unlocked positions. If it slides out freely, you're done with this tab. If not, you'll need to grind down the tab a little more.
With things working smoothly for this tab, remove the cylinder and then the tab and put it back on the table in it's assigned spot. The cylinder will take some jiggling to get out now since the key won't be holding on to it any more!
Repeat this process for each tab until you've gotten through all 6. You'll want to do one tab at a time so you don't have to fiddle with holding more than one tab in place while you test the lock. With all tabs trimmed down you can put them all back in including the locking tab and reinstall the whole thing back in the bag.