Ohio Enthusiast wrote The Road and Track article you linked claims a 0.2% market for luxury wagons, which is over 30,000 units, so one stat is wrong (and judging by the number of Buick Regal wagons (and older 3 series and non AMG E class) I have in my zero-car-culture corner of Ohio I'm betting the BMW marketing guy is wrong).
I'm of the strong opinion that there's a very big difference between what enthusiasts harp about in forums and comments and what they actually buy, but niche car segments are full of "we tried to bring cool-car-x but nobody was buying them so we stopped", when in actuality they brought a single spec, in low numbers, for one year, with zero marketing and without actually offering what people would actually want to buy. Want a manual? It's either the cheapest poverty spec possible (reminds me of the Genesis G70 I test drove. It was nice but base engine and no LSD) or the most expensive high end model. Want a wagon? It's the lifted, black plastic clad verity or the $122,000 3 ton version. I understand that diversity of products costs money to the manufacturer in regulation and supply chain, but it's not like they're not already making these wagons - they're still fairly popular in Europe (although declining there as well) so allocating an extra 10,000 units to the US shouldn't be such a huge strain.
The real question we need to ask ourselves is - if manufacturer X offers a sedan and an SUV, but not a wagon, would you compromise and buy the sedan or the SUV instead? If yes, then we lost our consumer power. Porsche enthusiast in the US proved that collective buying power can change manufacturer plans - they brought back the 911 GT3's manual transmission and put their money where their mouth is (with a 70% manual take rate in the US vs. 30% in the rest of the world).
When the F31 came out, you were limited to the 4-cylinder, AWD, and AT, along with some pretty lame steering feel. My choice then was to buy a used E91.
Faced with the choice of a G60 x-drive or X5, I said screw it and checked out the Lexus and Acura dealerships. Sure, no wagons there either, but they want my business. Happy with the IS350 I bought. My next BMW will be a G61, meaning if they don't bring it here, I buy elsewhere. I sent a letter to NA BMW CEO stating i have, and will continue to, vote with my wallet. If they think they have a captive sales audience, they are not correct.