Yes, you would. You would lose your warranty and you might actually cause a problem with the car. This is also true of the X3, X5 and X6. They need additional transmission oil cooling and a lot of other bits and bobs before they can safely tow. You can't just bolt a towbar on. Besides which, all towbars now have to conform to EC Type Approval. But if you told the salesman you wished to purchase the 530D GT for the purpose of towing, and he did not forewarn you of the colossal cost of the BMW adaptation you might have a legal case to compel the dealership to adapt the car for a much lower cost.