I get the same thing - but on mine it's intermittent. Sometimes I look down and see it's not there (not that this bothers me, as I ignore it anyway) and I think "oh, I wonder if I've somehow turned it off?" I'll look again a few hours later and there it is, merrily telling me to change gear.
Not sure if it's a universal experience but my Z4 seems to have a number of odd electrical gremlins. I love technology but wonder if things are getting too clever and the quality control can't keep pace... :?