I heard what I thought was a window not completely closed shortly after purchasing our 335 M Sport. I was on the passenger side when I first became aware of it and before I read anything about it.
I mentioned the wind noise to our dealer when we brought our car in for another problem. They did not acknowledge that there was a problem with excessive wind noise on the F30. I'll again mention it to our dealer and ask them to check on it when our car is scheduled to be brought in for the other problem at the end of the month.
I suspect that the problem of excessive noise is due to the design of the mirrors in the F30 series, but just a guess. It is not a big issue with me and my suggestion is not to have anything done until a known design flaw or manufacturer defect is documented with BMW. In my long time experience with things like this, any attempts to fix an unknown entity can make the problem worse not better.
335i M Sport to M4