Ask the dealer to let you know what the step is following the tow truck driver denying that he stole it?

or

Ask is the dealer why they did not fix the temp sensor if your car arrives with it not working? How about just telling you about it?

or

Ask the dealer why would you need to worry about the Tow Truck driver stealing from you? is BMW using non bonded or untrustworthy tow services?

Does the dealer really think the tow driver will say " CRAP you got me, I took your outside temp sensor cause I have an X5 and mine was broken" Come on, it's a 34.25 dollar sensor at list price.

A more realistic scenario is it was damaged during the tow, and your getting some BS story for some reason. Look your car over very carefully before you take it home, let the dealer know if they use tow services that would steal, you need to check for damage and lose of personal property also.

What about your registration in your car, could the tow driver have stolen your address and will rob you later? steal your car when your not home? Or even worse? The dealer is implying a serious situation to save 34.25 in parts, I would make very sure the dealer knows if anything more happens you will be pointing the finger at this “dangerous” Tow truck service.

That should probably get you the part