I wouldn't do it if it was my own.

Dealers and Indys are correct that changing it can cause problems that weren't evidenced prior to changing it. ATF has high levels of detergents (since it is designed to last so long). Putting in new fluid with those strong detergents can loosen up deposits that weren't otherwise hurting anything and cause problems in the valve body. Usually shows up as shifting or actuator issues post change. They don't want the liability (owners figure the dealer must have done something wrong when it happens) so they avoid the whole risk issue by declining the work. This is in no way a BMW issue, it applies to lots of brands.

You can change it if you like. Apart from the "clean fluid is good" mantra, there isn't any data to suggest that changing the fluid will extend the life of the transmission. These transmissions don't last as long as many people would like, but failures can be caused by things that have nothing to do with fluid quality.

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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