I cant say exactlly what it is but the reason it idles better when Aircon is on is because Aircon drives the revs up!
Seeing as you just purchased the X, I would have the air/intake filter changed, do the spark plugs and to be on the safe side have BMW do an oil and gearbox filter change when it goes in for service as there have been quite a few recent reports on the gearbox giving up.
The airfilter you can do yourself and its cheap. The plugs are reasonably cheap and easy to do also [depending on your DIY skills]

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