In BMWs, there are two separate temperature controls (each having both a Driver and Passenger setting): one for degrees; and one for center vent ventilation temp. You may need to make sure that the "center vent" temp setting is on the warmest setting. I'm not talking about the temperature dial that adjusts temp in degrees, but rather the button with an icon of a seated driver with air blowing on them. Press that button and a virtual dial will display on your Nav screen...turn the virtual needle all the way to the "red" side using the iDrive controller. Do this for each side and your X5 will now put out the maximum ventilation heat to the center vent as soon as its available. In the rear climate control this is done through simple thumbwheels under the vent that can be turned to the blue or red side. I'm not sure exactly why BMW uses this two part system, but you must remember to set this back to the blue side once the warm weather returns to then get maximum cold air to the center vents. For more information see page 121 (125 for rear) of your owners manual.

EDIT: Just realized you own a pre-LCI 2007 X5. The iDrive software is different for your car then in my 2012. Same two-part system, however. Press the icon I mentioned above and You can find instructions for the settings on page 103 of your 2007 owners manual.