The steel threads on the spark plugs have a zinc plating. The purpose of this plating is to prevent galling.
While I haven't changed the plugs on my E90 yet, I have changed the plugs on all my previous cars (EVO, DSMs, Civics, etc.). All of them had aluminum heads. I never used anti-sieze and never had any problems with galling. They always came out easily and have always been properly torqued.
Heat cycling is a mechanism for galling. Turbo engines generate a lot more heat compared to an N/A engine. My EVO saw 25+ track days and 3000+ track miles. This is probably an extreme case for heat cycling spark plugs. Plugs always came off easily.
09 E90 AW ///M3 6MT
07 LBP S2K