I have a hard time believing that one relay could control all these motors (steering wheel x 2 + seat x 4 or 5). The only common junction is the power feed to the fuse or the fuse.
Sounds strange to me. Check that you have power to the common fuse, and/or that the wires are connectd properly and no oxidazion.
Sorry, that's all I can come up with. Any motor relay should be connected after the fuse, since they will be feeding the motors independantly.
Unfortunately have I not been able to fin a EWS (Electrical Wire Scheme) for the X5 on the net yet, so I'm out of other ideas..
Has anyone got that scheme??

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2002 X5 4.4i
1959 Ford Skyliner