I don't think there is any concrete evidence that changing the fluid does or does not make the transmission last any longer. If nothing else it is definitely good for the transmission to have the fluid changed once in a while and won't hurt it in any way unless it has a lot of mileage on it, then don't do it.

I am definitely of the opinion that it is worth it if you plan on keeping the car for a long time, a little insurance that can't hurt, but I would also find a good independent BMW mechanic that will probably do a better job for less money than the dealer.