Are the Bilstein Sport struts designed to match the spring rate of the H&R Sport springs? I'm guessing it would be a coincidence if they were. If they are under or overdamped, that would definitely have an effect on handling.
Also, a less obvious but significant effect of lowering springs is the change in suspension geometry. That's a pretty deep and detailed area, but in short altering the geometry alters handling characteristics and accelerates wear on ball joints and all other wear items within the suspension. In some cases, lowering a car may actually degrade the handling characteristics.
BMW CCA member - Peachtree Chapter