I have the same thing, but it only seems to happen when decelerating slowly, almost coasting up to a stoplight. It feels like the trans is holding onto the gear a little too long before releasing, thus lugging the engine a hair below the normal idle RPM. Mine won't do it if I have it in Sport mode. No other problems, so I assume its just some manifestation of a glitch in the trans shifting software.

At first I worried about it, but now I just don't care about it. It does it every now and then, it has done it since I got the X, and 10,000 miles later it is still the same. I reached a point where I decided that I was just going to enjoy the ride. Cars will break whether you worry or don't worry.

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Now:
E53 4.4i Sport
E39 /// M5
back then:
E36
E30 (x2)
E21