Charge Battery?? Really??

A couple of days ago I had my 2013 X3 out while doing some errands. At the end of an about 30 minute drive through the city I shut it off and was greeted with the warning chime and the display saying "Charge Battery". This is the first vehile I've ever owned in my 35 years of driving experience where the alternator was not able to keep the battery charged while driving normally - stop and start with no unusually long periods of time at idle with a lot of power hungry accessories like headlights, heated seats, rear defrost, etc. all turned on. The temperature outside at the time was about -20C (-4F) and I did have the heated driver's seat on as well as the heated steering wheel, but that's it.
So what gives?? By my way of thinking a vehicle's charging system should be able to keep up with any demands the electrical system can place on it. Does BMW need to do more cold weather testing with their vehicles? Comments??
BTW, when I came back to the X3 after a couple of hours of it sitting outside in a mall parking lot it started fine.