pretty much every component on your BMW is tuned with an eye toward sound abatement. I don't recall adding a single thing to my car for sound because the engineers did a masterful job. Adding a small bead of Windo-weld would be insignificant to dampen sound because it it the ratio of the masses that matters...you would need to add a lot of WW to quiet it down significantly. Every design is a compromise. Adding sound deadner to a car is a noteable example. Reducing mass is as important if not more so than making things quiet...adding mass is not desireable. Personally aside for adding foam tape to the occasional couple of parts that rub together and make noise (BSR), I wouldn't do anything else to these cars for sound.
As to adding urethane film to headlight covers...different ballgame than what you asked previously which is to add Windo-weld to headlight covers. Urethane does have a fairly high heat tolerance....but presume the headlight film is compounded specifically to endure very high heat which is much higher than any side walk in the summer time.
George