We can only assume that the feature is not available in the US/CND market due to liability issues. Perhaps the pinch sensor doesn't work with the remote, I don't know. Since BMWNA and BMW Canada decided not to offer this feature, it may not be as simple as turning it on, it may be incompatible with the US coding.
More info: If you look at the X3 dealer coding features listed on this site, this feature is listed as programmable. It is an SIB, Ref SIB B 09 03 98. I don't have a similar X5 SIB handy, but one may exist. it is safe to assume that for the X5 it is a programmable feature, but it may not be programmable by itself, ie it may have dependencies on other coding items like the engine software. Just because it is programmable does not mean it is programmable on all vehicles.
More info: On the Z4 sites I used to frequent, this problem was well known. There is the added issue there of wanting to raise the convertible top by the remote, not just put it down. The fix was not to recode it to Euro specs, but rather to purchase an aftermarket module. It was a plug in, and was fairly common due to frustrations over this specific point.
More info: We have a board sponsor called EAS. They list a module for one-touch-close for "most BMW models". It is around $200. It does more than close the windows with the remote, but that is a starting point. One thing it does is keep the foglights on with the high beams. While I understand the one touch close, I think that anyone with high beams and fogs on at the same time should be shot, but that is just me. It does seem to me that if it was a dealer-reprogramming issue, vendors wouldn't have gone and developed custom modules to do this. Now it gets interesting. The module I looked at on the EAS site works with the E39, and the X3, up to 2003 models, but not the X5. Maybe it is worth asking them if it does in fact work with the E53 X5. See the item here:
eas - 714.369.8524 | car-solution - eWindows Standard (most BMWs)
All of this at your fingertips with a feature called Search. Good luck.