I've never heard or read about any issues other then some drivers with 20" wheels going fast over rail road tracks.
I recommend you get your car onto a lift and carefully have someone inspect your left wheel inner housing to make sure it did not come loose and as a result has shifted or lowered itself from the original factory install. Also have them check your springs.
Other then that I never seen anyone mentioning rubbing issues with 19" wheels ... I'm in my 4th BMW ///M3 and all had 19" wheels. Never any issues.