That sounds crazy. Are you sure your CA is correct about your situation?
If what he says was completely true, then there is no way any CA customer could every do European Delivery nor Performance Center pickup. In both of those situations, you have to pay before the car "is here".
I've always understood it to be, as soon as you have a VIN, you can pay for the car.
2016 M3 - current
2013 ActiveHybrid 3 - sold
2012 M3 coupe - sold