The bigger the push for 'so called' fuel efficiency the greater the mpg shortfall.
As said, the figures BMW publish are for the EU official test regime, not of BMW making, and the only figures BMW can legally publish.
The type of vehicle makes a lot of difference to how the mpg shortfall impinges on real world driving. To be fair, and not intending to be insulting, the X3 is a heavy brick, driving fast or lots of stop starts, particularly if involving lots of cold starts are all stacked against you.
We run an E83 X3 in the family, my son had the 2.0d manual and then changed to the 3.0sd auto. Mpg is very similar in the 3.0sd, just a couple of mpg down. The 2.0d worked hard the 3.0sd is running light.
It is a bit of the "smaller engine big car", compared to same car with a decent size engine to haul it along. Official test for the bigger engine looks far worse, but pulling the same vehicle around in the real world means far less difference than any light use test figures will give us.
The more the manufacturers can achieve in the EU test, the worse it works out in the real world.