why my BMW X5 smell like if it burns the engine oil

Your valve cover gasket has moderate leakage. Reason of consuming oil is that leakage and also reason of burned oil smell is engine oil deep on hot manifold. It is kind a common problem for bmws. Replace the valve cover gasket will solve your problem. After changing the valve gasket get fresh oil change and watch oil level if it still consumes. Most of older bmws consume oil a quart or little more every a few thousands miles. Nothing to worry just add oil when it needs. That is all.

You have an oil leak. See if you can find where the leak is and have it repaired. Could be the cam cover gasket, oil pressure sender, oil filter, oil drain plug etc.

I too have a problem with my BMW X5 e70 2009 model. I get a burning type of smell when you floor the pedal. Can anyone suggest why does it smell so.

Turbo oil leaking, according to BMW dealer, charged me $1400.