Yes that's normal, it should stay at selected height on slow speed only but once the car start shifting gears it well level itself again. So you're good

BMW X5 4.8iS 2005

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BMW X5 E53, 4.8iS - 2005
Professional Stereo/Nav with DSP (modified BM54 module) - Converted to Eonon GA5166X with Reverse cam
4-Corner Air Suspension - Converted to BC Coilovers