i'm not sure how much snow you guys see over in NJ but my 335xi was sliding all over the slippery roads before i had a chance to get it into the shop for winters.
That said i was on the 19" staggered wheels along with the summer performance RFT's so i'm not entirely sure how much grip you would've been getting with your all seasons.
Bottom line it boils down to grip, maybe in your weather all season's are fine, but in other areas which see more snow and slippery conditions winter tires are an absolute must.
Also i believe there is a misconception out there that AWD means you dont neccessarily need winter tires, that is a very dangerous mentality to go on. Regardless of drive train layout grip will always be the number 1 factor for stopping, accelerating and cornering in slippery conditions.