To be honest with you, I was not aware of this either until recently. I had an E46 M3 that my son just inherited (Laguna Seca Blue with Dove Grey interior, but I digress), and when it was time to replace the OEM Run Flat tires the first time, I went with no run flats to improve performance and it made a heck of a difference.
When I bought my current E90 M3, I just assumed it was the same deal, but one quick read at the supplement Owners Manual (not the thick one, but the thin manual with the photo on an M3 engine), and I found the following statement buried under Wheels and Tires:
"Correct wheels and tires: Contrary to the description in the Owner's Manual for (sic)Vehicle, your BMW M3 is not equipped with run-flat tires".
Page 57 if I recall. Cheers!: