The reason all these cars (BMW, Porsche, Maserati, etc) with a Sport button require that the driver pro-actively press it to get into Sport is so that the additional fuel usage that Sport eats up doesn't count towards the USA fleet MPG average.
US DOT/EPA regs require that a manufacturer have a certain average MPG for all the cars they sell. Might be a weighted average, based upon actual or expected sales of different models. If they provided a programmable feature that would allow the car to default to Sport mode whenever started, they would have to use the lower MPG for that model and would possibly prevent that manufacturer from meeting the requirements for the specific car and maybe even their overall fleet average.