It is not just cars with turbochargers that need to be warmed up - the engine oil needs to be up to temperature before using large throttle openings. This goes for any engine regardless whether its in a car or a plane.
Per the BMW's owner's manual drive off from cold but drive lightly. I leave mine in comfort mode and try to stay below 2000 rpms until I am up to temp. Then I pop it into Sport mode and enjoy the car.
The exhaust stream spins the turbocharger regardless of altitude - its the wastegate and engine management software that controls the amount of boost being delivered to the car. Really not an issue. In general cars with turbochargers perform better than normally aspirated cars at altitude as the turbocharger compensates for the lower air density.