I recently added a BV8 to my collection, and experience the same thing (the BS5 lives with a BS9000 in one room, while the BV8 is in another room). However, prior to adding the BV8, when I turned on the BS5 via the BS5, only the BS5 turned on, and this was considered "normal" (according to the folks on the BS5 forum). To listen today, I must do what I have always done - use a remote to select N.Music on the BS9000.
I do believe the BS5 believes it is in the same room as the BV40 - after all, it really has no way of knowing otherwise. MasterLink is a passive network so the devices can see each other but have no understanding of locations - except from the option programming. I've been contemplating moving the BS5 to the room with the BV40 so I can display the album artwork on the TV, but, then again, I'm not sure if it is worth the trouble.
I've checked the new option programming options of the BS5, and I don't see any that will help - you could put it in option 5 or 6, but then you would not get BS5 music distributed throughout the house. Alternatively, you could make the BS5 the "master", but then you cannot listen to CD, Radio or SD card from the BS4 throughout the house. Maybe the Bs4 has some tricks I do not know about (after all, it can do multi-sourcing - listen to 1 source locally and another in a link room)...
It would be great if there was a solution - I hate having to hunt down a remote to listen to the BS5 in my main listening room, but I don't think there is... (yet?)...
Stan