For reference, on a local Dynojet that uses a full correction factor on turbo cars (read: peak numbers appear "inflated"), the RWD 335i's up here seem to put down an extra ~15+whp or so more than the AWD 335xi's. So yes, there is an additional drivetrain loss associated with having 2 extra drivewheels, and it's fairly significant.
That's the price you pay for additional traction in inclement weather.
E90 BMW 335xi 6MT N54 - SOLD
Kawasaki Ninja 650R - Play Toy
Former cars: 2009 Infiniti G37x, 2006 Subaru STI, 2006 Mazdaspeed 6, 2003 Nissan 350Z, 2004 Subaru WRX, 1991 Toyota MR2 Turbo, 2nd Gen DSM & 1990 Mazda Miata