Thanks for the input guys. I phoned them up & switched the sports seats for the heaters.
I checked with a friend as I recalled his dad's old 325i from the 90's had a heater element in the climate control, so you don't have to wait for the engine to heat up to get warm air. He's also got a Z3.
He validated it for me, so yeah, the heaters whilst a nice thought are a luxury - esp considering the pre-heating element in the A/c. I don't have seat heating now so I won't "miss" them... it's just that any japanese car with leather or even VW's for that matter have heating as standard once you go leather.
They ought to be standard on the fronts. I can understand them being optional for the rear.
I will really use the bolster adjustment cos on some days when it's really hot, I don't like being hugged tight (the problem in my current car). But when it comes to some twisties I can adjust to get the support. I'm sure I would have missed this more than the heaters.