One side (not just one wheel) should be higher than the other side though less than 10mm if it is as BMW specification.
The reason appears to be that BMW designed the car to be level when there is a standard driver weight (75kg I think) sitting in the driver's seat.
However, although BMW usually do a perfect right hand drive conversion on their cars (i.e. wipers the right way round and bonnet release on the right hand side - French car makers please note), they didn't bother their arse with converting the suspension lean for right hand drive which means it doesn't sit level with just a driver in it.
I don't know why they do it as Jaguar manage to produce a level sitting car whether right or left hand drive.
Measure the distance from the bottom of the wheel to the underside of the wheel arch then measure the opposite wheel in the same way. If the measurements are less than 10mm apart, BMW say there is nothing wrong with the suspension.