It not that the dealership can't it that they won't because of the car and the market you are shopping in L.A. The L.A. area is going to be one of the higher demand markets for the M3, dealership are betting they can add huge mark-ups to the car when it arrives, so it is financially smarter for them to not take deposits. I don't know how true this is but I was told every region/dealership is allocated a certain number of M's in a year. And unilke the regular 3 series it is very difficult to increase your allotment even if demand warrants. That is why those people in big markets for the "M" like Los Angeles and New York are I think going to have the hardest time finding a good deal.
Your best bet is call other dealership outside of L.A. and I mean way outside Los Angeles; Sacramento, Roseville, Oregon.
You can be gauranteed as soon as the car is officially released you wont be able to touch one for atleast a year for even close to MSRP (unless your one shrewed negotiator and/or know someone). Good luck!