I thought the exact same thing when I got my X3 28i a month ago - i.e. very abrupt downshifts in Sport mode. It took me about 3 weeks to adjust. Your foot basically has to learn how much and when to apply pressure to the pedal to get smoother downshifts. It can be done, with practice and patience. Give it some time.
2013 X3 28i
1997 Merc C280 Sport
Retired: 2005 X5 4.4i ... 2002 540i ... 1999 M3 ... 1997 328i ... 1988 535i