Yep, I get this, I started noticing it when I started driving "gently" to save on gas.
With the wife's car I can take my feet off the gas once I turn into the street and that last push of the pedal coasts me all the way to the garage....

With the X? Nope, it downshifts as if I am trying to use the engine as a break. I put it down to how a BMW drives...?? It is not a violent downshifting though...

On the bright side, it reduces the gaddem break dust by slowing the car down!