There are definitely production variances that may account for this-- but another wrinkle in all of this is that BMW changed the steering rack used on the 330 during September 2001 production. After this date, the 2002 325s continued to get the "065" steering rack that was introduced on the e46 compact and on the 330s from April 2001--but the 330s started to get a different rack. No one knows why they did this, but it could be a possible reason why your steering feels lighter than the ones you test drove. When was your production date? Perhaps you could visit your dealer and drive a recently built 330 to see if it has the same "lighter" steering that you're experiencing.
Before you even bother with doing that, check your tire pressures-- lower pressures will make the steering feel a bit heavier (but don't go below 30 psi).
Before you even bother with doing that, check your tire pressures-- lower pressures will make the steering feel a bit heavier (but don't go below 30 psi).