I had to get the fuel pump fixed - which kept it in the shop for a few days .. I suspect they had many start / stops and runs in the workshop ..and the fumes worked their way into the leather and interior and stuck around ... luckily it went away after a week and I left windows down when I get to effectively 'air out' the car ..

now not suggesting that your's has sat in workshop ... but who knows what happens pre-delivery?!

I read somewhere that you should let ALL new cars esp with leather 'breathe' for a few months as lots of chemicals etc are being released from materials .. so in summary perhaps let your car breath a bit for a week or so and see if it makes a difference ....sounds weird but give it a go

if no joy then take back to dealer (in fact you may want to raise it with them now just in case the one week airing experiment doesnt work and you need to take it back for checks ...my fear was that fumes were leaking through engine bay into either aircon unit or through firewall somehow ...luckily that wasnt the case ..but in your case keep this in mind (perhaps that would be worse case scenario)

lets face it ..nobody wants a smelly car ..especially a BM