Yes you have to take it back to the dealer to get it recoded into the U.S. mode. And you are also right about your X5 being in imperial gallons.

In U.S. mode the accept screen will come back... you have our lovely lawsuits to thank for that. But with v. 27 the accept screen disappears in 8 seconds. Which means that by the time I back my X3 out of the garage, and set it in D - the accept screen is gone...