First, 10W-40 is not better than 5W-40 at high temperatures. The "W" value is the viscosity at cold temperature. At normal engine operating temperature (and above), 5W-40 has the same viscosity as 10W-40 (they are both a 40-weight oil).

Lots of engines call for various oil weights based on temperature. However, the manual for the R1250 says "5W-40" without any mention of temperature. Based on that, I would say you should use 5W-40. I think there are 3 major factors here:

1. Thinner oil lubricates better at cold engine startup.
2. The alternator in that engine is cooled by the motor oil, and thicker oil might not do as good a job.
3. If your bike is still under warranty, if you need to make a warranty claim and it becomes known that you used a non-spec motor oil, they may not honor the warranty.

 

E/Mail from Shell tech
As you can see, an SAE 5W-40 oil is indeed recommended that meets the API SL, JASO MA2 specification.
A SAE 5W-40 oil is thinner than a SAE 10W-40 at lower temperatures, but a 10W-40 motor oil offers excellent protection to the engine at higher temperatures than 5W-40 motor oil...

 

And you have just encountered one of the chemical engineering challenges involved with creating motor oils: breakdown of viscosity modifiers. A 5W-40 oil requires more or different viscosity modifiers than a 10W-40 oil to achieve that 40-weight at operating temperature (100 °C). As the oil ages with use, the 5W-40 oil might actually become a 35-weight oil at 100 °C, whereas the 10W-40 oil is more likely to still be a 40-weight.

By far, the largest amount of engine wear happens at cold start and during warm-up. BMW specifies 5W for a reason. Change your oil at recommended intervals and use the recommended oil.

Or don't.

If you would like some light reading on the subject, try Motor Oil 101 - Chapter One - Operating Temperatures and Viscosity - Bob is the Oil Guy