A few questions for European Delivery

[TimZ]

As the title says, I have a few questions concerning European Delivery. I've done a lot of research on the topic but just found one other post somewhat similar to this, but it didn't answer my questions fully.
So I'm planning a two month long trip to Europe, specifically Macedonia where i have a house and plenty of family. I was planning on buying a used car here and sending it back home. I spent some time figuring out how much this would actually cost and got that I would be spending about $20,000 to buy the car, insure, register, send, pay tax etc...
Then I thought about doing a European delivery on a e92 m3, picking the car up in Munich and drive down to Macedonia with my uncle. I figured that it is pretty much pointless to spend $20,000 on sending a car back home and letting it sit in the garage while I'm back in NYC the rest of the year. So doing ED on the e92 m3 made sense to be because, while I'd spend the $20,000, i would at least get to enjoy driving the car back in the states year round.

I read on the BMW website that the bmw can be driven in only EU countries. Question is why? Is it the insurance coverage that bmw gives? Or is it because non EU countries won't recognize the tourist plates on the car? (Got this info on the bmw site). Is there a way around this, maybe getting separate coverage for Non EU countries? Any help would be appreciated, I really love this idea and wish it can be done Doing a ED is a life long dream as well with all the ED threads on here making the urge worse!

Thanks a lot guys!