Of course they could. The internet is full of mislabelled parts at low prices, and there are lots of counterfeit parts out there that come in boxes that appear to be OEM. It is rampant on filters, spark plugs, and electrical items that are easy to make in contract factories off shore.

What you buy on the internet at a low price may be fine, but you are buying some risk along with those cheap parts. If an MAF doesn't work it will probably just cause the vehicle to run poorly. On the other hand, a counterfeit sparkplug can break off the electrode and cause significant engine damage (piston, rings, valves).

This report gives the market for counterfeit parts as $16 billion, with the US being the target market.

Counterfeit Car Parts Market Worth US$16 billion warns New Report

Whether or not you use the dealership is up to you. I certainly understand that they are not cheap. However, buying on ebay has its own set of risks, and you should be aware of that.

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2007 X3 3.0si, 6 MT, Premium, White

Retired:
2008 535i, 6 MT, M Sport, Premium, Space Grey
2003 X5 3.0 Steptronic, Premium, Titanium Silver
2002 325xi 5 MT, Steel Grey
2004 Z4 3.0 Premium, Sport, SMG, Maldives Blue