1) they won't do it because its too expensive and not worth the trouble. also, since it involves running harnesses, etc, they do not want to take and time and responsibility to do so.
2) it only voids the warranty if you do something that damages something else. for instance, damaging another component while installing it, would void the warranty on the component already in the car.
3) there is an official retrofit kit from bmw. see
http://www.xoutpost.com/articles/all-...formation.html
and
http://www.xoutpost.com/articles/all-...system-x5.html
but no dealer i know would undertake such a job.....
good luck!