If you're doing a lot of short runs it's a very good idea to change oil between CBS. I would change oil every 12 months or 12k km. BMW Australia is trying to convince Munich to change the CBS for Australian cars because of the harshness of the weather here.
If you plan to keep the car for long then do it.
E92 M3 2007 - ///PE with Test Pipes and BPM Stage II; CF Interior & Splitters; CIC with Connected Drive