It's physics, a forced-induction (FI) or normally-aspirated (NA) both use air and fuel to create the combustion. Add more of each to create more power. Cold air has a greater density. This will diminish with temperature increase, humidity or at altitude. A FI car, specifically turbo-charged, can compensate somewhat for altitude. This is why most car magazines will do performance testing in the morning (say 50F) and at sea level.
Switching gears (no pun intended), doesn't Eco-Pro mode reduce the current going to the auxiliary systems such as heated seats. If so, what is the result? I don't yet own a X3 but perhaps this would be acceptable once the cabin is at a comfortable temperature. Curious to hear feedback from owners.