Well I finally got hold of someone at BMW Canada who could provide a reasonable explanation. Here is the text of an e-mail which I received.
Originally Posted by BMW Canada
Dear Mr. Xxxxx:
Thank you for contacting BMW Canada. While ECE driving cycle and EPA fuel economies will always vary due to differences in the tests and fuels, the M-DCT transmission is more fuel efficient than a 6MT when the more conservatives modes are selected. When the M-DCT is in a max performance mode, it is less fuel efficent that the 6MT. The Canadian numbers represent an average of these two figures.
Customer Interaction Specialist