There was a recent change to the law I believe which was to stop the monopoly that dealers had over servicing. They cannot refuse warranty work on the grounds that the car was serviced elsewhere if the appropriate approved parts were used. However, there are two issues which have always swung it back to the dealer for me.
1. Sometimes (not always) a full manufacturer service history can make a car a little more valuable. Probably more so if selling private.
2. The main one for me that if the car goes out of warranty you are more likely to get a goodwill warranty claim to go through if it has been serviced by the dealer.
This may not have to be the case with BMW but with all other lesser cars I have owned this worry has kept me spending my hard earned with the dealer until the warranty ran out then I'd switch to my local which use genuine manufacturers parts and have the friendliest service I've ever known!
Now - E90 320d M Sport, Le Mans Blue, sun protection glass, Auto lights and wipers, 193M, a big grin
Previous - Seat Leon FR, Golf Gttdi (x2), Mk3 Fiesta SI, E30 318i Peugeot 205 Roland Garros, Mk2 Fiesta Ghia (it had a rev counter!!!!)