They don't *have* to be, but on standard 95, you'll lose about 20bhp or so. The power and fuel consumption figures quoted are based on using the highest RON fuel the car is listed to run on.
Nonsense!
The N55 is tuned to run on regular 95 fuel. I took my M135i (with 800 miles on it) to an OcUK RR day a few years back and it pulled 349HP on bog standard supermarket 95.
What I WILL say though, is that after about 40k miles of only regular fuel I began to see a gradual decline in fuel efficiency. From that point I switched to only using Shell V-Power or BP Ultimate and over the course of about 4-5k miles the economy slowly came back to what I originally achieved. I put this down to the injectors becoming blocked on the regular fuel. Premium fuel never achieved BETTER efficiency, or to my bum dyno any more power, than regular, but I'm convinced on its engine cleaning benefits.
The best I ever achieved was 44MPG on a Leeds to Milton Keynes run (door to door, not only the motorway bit). That was in Eco Pro with CC on almost the whole way, and sticking to 70mph where possible.
The N55, and I believe to an even greater extent the B58, are exceptionally efficient engines especially considering their power and displacement.
Over the 3 years I owned the car (from new to ~72,000 miles) I averaged 34.1mpg!