Not strange at all! THere are many things that can set off the SES light without a decrease in oerformance. This used to drive me crazy so I bought a Peake Research tool and can look up my own codes (specific to the engine in your BMW, and NOT just generic OBD-II) codes and, if the code is not something serious, I can reset the SES light with the tool. Small, easy to use...I carry it in the car. I can check a code and determine if the problem is serious enough that I need to get the beast to the dealer asap. Price about $149...money well spent.
:cheers: