1. Do you not find it's a pain to keep the hose off the paintwork? My car is covered in muck at the moment and if the hose dragged across the body it would no doubt marr/scratch the paint.
2. NFI, can the kiosk "store" your fuel total if someone else starts using the pump before you have paid?
3. Supermarkets have more buying power, they will able to access the best possible wholesale prices and return pass those savings onto you. Because the petrol station kiosks (which are franchises I believe?) will be buying in lower volume they are not offered such good pricing which in turn affects the retail price you pay.
4. Because you'd then have a shitty diesel which won't sound as good or have the same "drive-ability"? Having said that, the 335i is a TT engine so perhaps if you were after the purest driving experience you'd have gone for a 330i instead (being NA).