Wind noise from the pana. roof?
 

Wondering if this is the norm.

I have an 04. At highway speeds with the sunroof closed but sunshade open, there's quite a bit of wind noise (as if something was open) coming from the front of the sunroof. If I close the sunshade the noise is gone. Is it just regular wind noise?

Yes. It happens on all sunroof equipped vehicles, but it's louder in the X3 because 1) the X3 doesn't have a well-insulated quiet interior to begin with compared to other BMWs and 2) its a bigger moonroof and 3) it's a higher profile vehicle (SAV versus sedan).