Aren't most BMWs sold in the US made in the US, though? Germany does need a strong european market to keep its manufacturing sector healthy.
I would be surprised if all the parts were made in the U.S.
X3, X5 and X6 are made in the US. Everything else is made in Germany. The Xs account for a large percentage of BMWs sold here (way larger than in Europe), but still I wouldn't call it a majority.