The systems/sensors are a bit different in US and Europe. But what I did with my other car (haven't seen this warning in my X3 yet) when getting this error was to check my tyre pressure and when I found nothing wrong there I re-calibrated the system as per the manual and have been driving without any more fuss after that.
My suggestion is to top off the tyres, re-calibrate and check pressure daily for a while just to be sure. If the error returns you may have a leakage.
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