That's strange, I wonder if it changed in later years, or if it only changes for me because I have navigation (which includes the option to change to MPG). If not, then the only way to change it would be with the dealer or an independent that can program the cluster (GT1 device or similar).
I actually switch back and forth between L/100km and MPG quite often since I'm used to seeing L/100km from my other BMW's but like to compare with what the MPG numbers are since that's whats reported on most websites.
I wish we had a 'live' MPG readout like every other bimmer.