My experience has been that every heated BMW steering wheel is different. Having had three heated wheels (none on an E70), we have had good (X5 E53), great (535i), and not hot enough (X3). We went back to the dealership and tried a couple of other X3 models, and found that they were all the same as our X3, so we didn't pursue a complaint with the dealer service manager.

Try another car, the same year and model, on the dealer's lot. If yours isn't as hot then you have a reason to ask them to check it. If they are the same, then yours would appear to be functioning as designed.

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2007 X3 3.0si, 6 MT, Premium, White

Retired:
2008 535i, 6 MT, M Sport, Premium, Space Grey
2003 X5 3.0 Steptronic, Premium, Titanium Silver
2002 325xi 5 MT, Steel Grey
2004 Z4 3.0 Premium, Sport, SMG, Maldives Blue