Auto transmission thump

When I brake gently to a stop in my new 330i, I notice a thump as the transmission changes down to 2nd (I assume) just before the car stops. The thump occurs in auto mode but not in sports mode. This thump is annoying since I've been doing a lot of driving in slow moving traffic. My dealership says it's nothing to worry about but I can't believe BMW would tolerate this unrefined behavior. I'm new to BMWs and would love to hear the opinions of knowlegeable fans of BMW . Thanks:(

Got the same on E46 325i, but only steptronic mode. Sports mode and automatic is quite.