Since they are a BMW dealership I would imagine they already did their own inspection. If you have a weird feeling about the car/dealership I would go somewhere else to get your car. I would also want a CPO'd car anyhow especially being an M3.
Good luck with your new car purchase. It is exciting and more so when you get your M.
If you will be purchasing ANY AT&T services online or in store could you mention that you were referred by me? My Employee Referral ID is eo4489. This would be a great help and it costs you nothing, thank you!