The delay can easily be rectified by getting the BMS power box, or a custom tune like the AA tune. It really has nothing to do with the 2nd gear, put it in manual mode and go down to first, you will see the same problem. It was discussed various times in here, just do a search. The common suggestion is that it was done purposely by BWM to differentiate the NA engine even more from the FI engine. I have the AA tune which took care of it by also adding about 15bhp to it, but a much cheaper solution is the power box.