Drives me nuts too. I've compensated by manually tapping the steering left hand steering wheel paddle when coming to a stop so it starts in first gear. Otherwise it is LAG city, followed by downshift then jerky take off.
I miss my old NA inline-6 with a linear 6-speed automatic.
I'm sure this can be fixed with programming which will make up the X3 nearly perfect (assuming my other niggles get repaired).