In the US market (your profile does not mention where you live), there was no factory Sport package available in the 525 (or any other e34 save the later 540's). The parts were out there, but would have been special ordered and installed after the fact, probably not by the dealer.
BMW NA made a habit then of not offering the global Sport and M Technic packages in the US market. Today they still limit our a la carte ordering options, but the Sport packages are available.
(Actually I think the US '95/'96 525 "Olympic Edition" would have had 16" wheels, but was not a "Sport" package.)
--Micah O'C
'17 M2 6MT, Mineral Grey
'04 330i ZHP
'88 M5 2791445
'92 M5T BL01001
formerly '90 535iM, '92 525iT