I wouldn't be surprised if you've had sensor failures in the emissions chain. But you would be a vary, like the only one I've heard of not have their SCR tank fail or NOx sensor. The EGR is not likely original on your car as there have been BMW campaigns to replace them. Consider yourself lucky :-)

My 2011 335D (very similar to the X5 35d engine), has had 4x EGR coolers, 3x EGR valves, 1 DPF, 1 SCR, 1 DEF Tank, 4x NOx sensors, 4xMAF sensors, 4xExhaust pressure sensors, CBU cleaning at 28K miles, Vacuum hoses, Exhaust pressure sensor hoses, all under warranty. Then when my EGR cooler cracked for a 5th time (loss of retainin bolt that was under recall), I opted to tune the car. BTW it just hit me with an SES light again, for a bad intake temperature pressure sensor. Most of my failures were bmw throwing parts at the car to try and get the SES light off. BMW's master mechanic flow in to Houston did figure it out before the warranty was up with a 3 month stay in the dealership and a PUMA case.

Mine is not the worst, many who had early CBU cleanings had to have all their injectors replaced and sometimes their DDE.

But BMW has really improved their systems.