The E84 is more of a car than an SUV, BMW even lists it that way on their monthly sales. While it's a little taller than your average car, it's much smaller than even the smallest of small SUV's.
My M Coupe was a Z3 E36/8 with a naturally aspirated, 3.2L I6. Here's something surprising:
E36/8 - cd of 0.37
E82 - cd of 0.31
E84 - cd of 0.32 - 0.34 depending on tires and trim
Interestingly, the much larger F25 X3 is also listed as 0.34 drag coefficient.
Our E82 had the same transmission but the older, less efficient N54 twin turbo motor, and routinely got 28-29 hwy mpg. Interestingly, it got about 16 city mpg while our E84 on the same cycles is returning around 17.5-18.0 mpg. Hwy mpg for the E84 is less than the E82, but still quite impressive. This is a mix of 7k ft city driving and hwy cruising at between 80-88 mph.
I also think the report you cited is of little value as only one of those cars, the Mountaineer is even remotely as torquey as the X1 and if I recall it had a pushrod V8 and certainly fewer than 8 gears in the transmission. German cars being geared for the autobahn typically have less of a drop off in higher speed efficiency as they're not being pulled out of their ideal power range when running in high gears, and the extra gears also significantly help out with hwy efficiency. That was primarily why I cited an older E39 getting 22 mpg while cruising at 130+, something not one of the cars in that study could do, regardless of mpg.