This has happened to me a handful of times (maybe 5) in the 5 years I've had it. First time was 1-2 years in so it's not really a sign of something "starting to fail". Each time it's fine after re-starting. Think it's just an electronic glitch.

If it were because the door is ajar, it would still shift to D, then shift you back to P when you start rolling and put up a message.

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'08 X5 3.0si - Alpine White / Saddle Brown interior
Specs: Sport Pkg, Premium Pkg, Tech Pkg, Comfort Access, Aero Kit, Style 433 staggered 20s on Conti DWS
Mods: Carbon 35 tint, LED angel eyes, GP Thunder 7500k fogs, H&R 20mm/25mm spacers, clear reflectors, gunsmoke-tinted taillights
Coded: Digital speedo, windows/sunroof/tailgate close via keyfob

X5 pics at Flickr