The heading accuracy mentionned on the datasheet depends on hardware and software. A fully calibrated sensor and ideal tilt compensation is needed to achieve the 2.5 deg accuracy.
Therefore it's important to check both fusion algorithm as well hardware environment, hardiron, softiron and noise.
Bosch sensortec offers high performance fusion software as part of our smart sensor offering (e.g BHI160) that can be combined with BMM150.