It's funny. I thought the same thing. I came from a Honda Accord to an X5 4.4 and this thing roars. I wasn't sure if it was normal or not... still don't. I will get an inspection at an independent BMW shop next week.
Here is another post of a 4.4. I'm beginning to think the roaring sound is just the beast that we're driving.
http://www.xoutpost.com/x5-e53-forum/...8-growler.html