When I visited Metric Mechanic's shop awhile back, I brought this up.
They said they've seen that nut loose on a lot of different BMW engines so our M54s are not the only ones apparently.
They also said it wasn't a huge deal since the tension in the chain will keep the sprocket from backing off and that you should be able to identify when the nut has come off when you hear a rattle in your oil pan.
I'm not really sold on this and plan to use Bimmerworld's nut with safety wire and loctite.
2013 F30 328i - Melbourne Red
2011 E90 M3 - Monte Carlo Blue
2004 E46 M3 - Imola red