RealOEM indicates that Z4s sold outside the US could be optioned with an M sport steering wheel and these came with the black stitching.
https://www.ecstuning.com/b-genuine-...s/32307906780/
If you don't mind losing the multifunction buttons then you can grab one for $457. Not too shabby for a brand new wheel.
https://www.ecstuning.com/b-genuine-...l/32307906779/