I have a 2010 535 x drive and have only seen occasional 4x4 warnings backing out of the drive which go away immediately. I drive on snow a lot but have winter tires and the car is fantastic in the snow and ice.
I am thinking either your car is normal but your tires are poor and the warning is simply because of the spinning, or if the tires are good then the warning is a real malfunction.
We have a Jeep and an Audi Q7 and my BMW is better on Snow and ice than either of them (excep when so deep that I am ploughing!) so I think you should expect it to be great.
Oh, another thought, if the battery voltage drops too low then it can trigger a 4x4 warning.
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