What kind of stupid
What kind of dealership refuses to change the oil when requested. It's not a snotty boutique.
A couple of early oil changes during the first several thousand miles is nothing but beneficial to the engine during the wear-in period.
Best thing you could ever do is put in an oil with a sky high viscosity index, and excellent heat tolerance. Something along the lines of a shell T6 or Pennzoil ultra/euro synthetic would do wonders over the long haul.