Why are OEM CSL wheels so heavy? To answer your question, no they are not heavy at all. In fact, they are very very light weight. I don't know where the notion of heavy comes from, and you guys are getting the weight very wrong...
here is more information on OEM wheels available on the M3, may it be self explanatory:
OEM 18 are made by Ronal
Gravity Cast
18x8 et 47 24.7 lbs
18x9 et 26 26.9 lbs
OEM 19 are made by Fuchs
Forged
19x8 et 47 27.8 lbs
19x9.5 et 27 29.2 lbs
OEM CSL/ZCP are made by BBS Germany (not Japan)
Slow Form Cast
19x8 et 47 23.0 lbs
19x9.5 et 27 24.2 lbs
so you can see as to why they made all those light weight parts, they DID make light weight wheels for it.
So the weight of OEM CSL/ZCP are in fact very light, and very strong. Cast vs. Forge are no longer an argument to determine strength because cast technology has improved over the last few years and strength is more dependent on manufacture more than method
also, the OEM CSL/ZCP rims weight the same as 19" BBS LMs
simple fact is that you can only choose 2 of the following in rims: weight/strength/cost
there is no way around it, hopefully this helps some of your questions
edit. also like to add that OEM CSL/ZCP rims are in fact different only in the front rims. The OEM CSL rims are 8.5 in the front while OEM ZCP are 8.0 in the front. The rear rims have the same part number CSL or ZCP