Sportier cars or european manufacturers like BMW, Mercedes Benz, Porsche, will typically use a softer brake pad compound, which will offer a higher friction co-efficient (grab harder) but also wear down faster. Braking feel and performance is typically increased, but a shorter maintenance interval and more dust are side effects.
I notice much more brake dust on my Cayenne S then on the Commander. It's actually great how the Commander wheels stay very clean, since I don't drive that car at overly aggressive speeds on the highways, I can live without the added dust.