It's not uncommon. WHen I bought mine from the dealership, I noticed that they were not mounted properly, and the service manager promptly switched two of them so I had them all facing the proper way.
Take them back, traction will not be as good as it should be. I don't know whether BMW just mounts them all the same way, or their parts department just doesn't care when shipping them.
Good catch...the winter tires are directional, and need to be properly mounted.
This is important to keep track of for when you remount them next year. I swap them F/R on the same sides to help even out wear, but you can't do a cross, because you'd have some pointing the wrong way...that would balance the wear even more, but not too bad if the alignment is good.
2011 535i x-drive GT, 2014 i3 BEV