Might be the glass parking settings. There should be no raised leading edges, otherwise it can and will create wind noise even if there is not an air leak.
So you need to carefully inspect the leading edges of the glass when the sunroof is closed and you can also put sudsy water around the edges of the glass with the HVAC fan on high and the doors closed to look for air leaks.
This link may be useful -
http://www.bmwmotorsports.org/pdf/e7...%20Sunroof.pdf