This is completely normal for high performance brakes. You'll notice the same noise, if not louder, with Carbon Ceramic brakes. Porsche did a nice explanation of this for their vehicles (though this easily applies to all high performance brakes, including those used in BMWs):
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Current BMWs - '21 M550i Bernina Grey/Black Nappa, '20 X5 sDrive40i xLine Alpine White/Coffee Extended Merino
Past BMWs - '20 740i, '20 X3M, '19 540i M-Sport, '19 440i GC M-Sport, '18 M3 Comp., '18 X5 sDrive35i, '18 340i, '17 X3 sDrive28i, '15 335i xDrive Sport Line, '14 428i Coupe