My X5 is also afflicted with this syndrome. Driver side is MUCH worse than passenger. Have replaced both regulators and associated components due to failures... assembled properly but no change. Sounds cheap as you mention anytime I close the door with the windows partially down (or even all the way down).

I try not to close the doors though with the windows partially down so as not to put extra strain on the regulator. Plus that noise...

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2005 X5 4.4i Build 04/05 Maintenance/Build Log
Nav, Pano, Sport (Purchased 06/14 w/ 109,000 miles) (Sold 8/15 w/121,000 miles)

2006 X5 4.8is Build 11/05 Maintenance/Build Log
Nav, DSP, Pano, Running Boards, OEM Tow Hitch, Cold Weather Pckg (Purchased 08/15 w/ 90,500 miles)

2010 X5 35d Build 02/10
Nav, HiFi, 6 DVD, Sports Pckg, Cold Weather Pckg, HUD, CAS, Running Boards, Leather Dash, PDC, Pano (Purchased 03/17 w/ 136,120 miles)