+1 for visit the dealer.
My car ( 528i SE, 17" wheels and standard suspension) left the factory with faulty shocks (very bouncy tail) so not all BMWs are delivered in perfect health.
That said, once they replaced the shocks, I now feel every bump in the road, so maybe yours are as intended.
I swapped to non-RFT winters before Xmas; it's smoother, but not £1200 worth smoother.