If I engage the parking brakes while the car is in Park and engine still idling, they grab and hold (I release the brake pedal and the car does not roll). However, once I shut off the engine, approximately 2 seconds later I feel them disengaging and the vehicle rolls a little until transmission catches and stops it. The "Brakes" red light still lit on the dashboard though...

I've tried on various grade slopes, same results.

Does anyone else have the same problem ?

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His : 2013 X5 3.5d Deep Sea Blue/Black/Aluminum with ALL packages, 20" 214"s, running boards, Adaptive Drive, Spare Tire, BMW Apps
On Order : 2016 X3 3.5 MSport Silver/Mocha with DHP, CW, Prem, Tech, DA, Lighting

Hers : 2015 328xi MSport Silver/Red

Prior:
2008 X5 4.8
2011 X5 3.5d
2010 335 xDrive
2013 335 xDrive