Is this common? If the car is kept outside under extreme weather conditions daily, then yes. It is a BMW after all. There is a baffle within the exhaust (it looks like a flap). On idle, the baffle is closed and when you press the accelerator, the baffle opens. This mechanism is either jammed due to crud or needs replacement.
http://mixedwiki.com/bmw-x3-muffler-rattle-fix/
Also could be a loose vacuum line or bolts.