It's supposed to be a hatchback in a segment for coupes. You'd think the hatch would be lighter. My key complaint here is it could definitely be lighter. I'd have given it a cool if it was. But seriously? It's just too heavy for my taste.
Why would you think the hatch would be lighter? It's a physically larger car than the sporty coupe you compared it to (significantly narrower but significantly longer and taller), with substantially more equipment and provisions for more passengers. The Focus RS and Audi RS3 are heavier than the BMW. The Mercedes A45 is about 40 pounds lighter. than the BMW. Those other hatchbacks you brought up as examples were also around the same weight as the BMW. The old Golf R was around the same weight as the old Focus RS.
There probably was something BMW could have done to make it weigh a little less, but short of creating an entirely new platform like Volkswagen did with the current Golf there isn't much they can do to make it significantly lighter than any of the other sporty hatchbacks on the market with roughly the same power that are roughly the same size and have roughly the same weight.