Not sure it applies to your car. But the trany/electronics may be designed to hold in the lower gears for several minutes until the engine has partially warmed up for emission and faster engine warm up. I know it is in my US model 52ri with a 4-speed auto. It holds in 2nd and third gear longer when cold especially when going up a hill. always has. I have driven it 100,000 miles and serviced the trany 3 times during that period.
Thanks,
1995 525i Auto, M50TU 2.5L, EAT chip, 1/95 build, USA, 205/65/15 tires, ASC+T, HID, lumbar, EC Mirror, BMW Alpine 5 radio with BMW-Pioneer CD Changer, abt 236k miles, Oxford Green/Parchment