No particular issues with the Z4 auto transmission. Both the auto and manual are strong and reliable ‘boxes.
Which you prefer is a matter of preference. I drive an auto and love it, but many seem to think a manual is the more purist sports car experience (speaking for the UK here). Clearly you can’t “heel’n’toe” an auto if you are into fast technical driving, track etc.
One advantage the auto offers is the sport button really makes a difference