Not only does a new car have worse mileage until broken in, but a new driver to the car tends to increase the fuel consumption too. It takes a few weeks to get used to the car, and fall into a normal driving pattern.
I never use eco-pro, use paddle shifters to shift down quite a lot, and don't mind g forces, so my mileage is higher than average, I'm sure. Currently it's around 19 mpg, but I expect it to go up as the car and driver breaks in. But it'll still be higher than EPA estimates, due to my driving style.
Can't blame BMW for that, except for making it so tempting.