I don't have much to add (Only rented from Sixt once... and Never rented in Germany) other than my car (also a performance BMW) has the Michelin Pilot Super Sports and they are NOT SAFE in winter driving conditions at all, Let alone when bald or on wet pavement. You're well within reasonableness to complain and they should make it right, IMO.
P.S. Always nice to meet another BMW enthusiast! My dad and I are absolute Nuts!