When owners first started to complain about this I wondered what they were talking about because I don't have a problem with this -- until I realized they probably have their seats full forward...LoL!
Some owners have installed a belt retainer that attaches to the headrest posts. Use the advanced search to find other posts about this and hopefully you'll find the one that shows the belt retainer from a BMW that they are using. Or you can grab the belt before you close the door.