Not sure what type BMW use, but it'll either be a sensor in the wheel itself which will look like a little nodule sticking out. Or it could be linked with the ABS system which thinks the wheel is trying to spin too slowly.
The first one is accurate and knows exactly what the pressure is, but does require care when fitting new tyres which are hard enough anyway with run-on-flat.
The second one is a guess by the computer and might be a puncture, but could also mean something else isn't quite right and is causing more drag on the wheel.
First thing it'd be worth checking is what the real tyre pressures are with one of those really low-tech gauge things that lets half the pressure out everytime you try to use it (so my mother complains anyway). :)
If that shows ok, then worth popping over to the BMW garage with your credit card and asking them to check why it's doing that. Even if it's just a fault, you could have a slow puncture later on. If it's the latter system then it could also be something else caput.