This is why it is usually best not to research a deal after your purchase. Best case: you feel vindicated and remain happy (as you were). Worst case: well, you know...
Don't make empty threats. Don't know what your local laws are, but I doubt any/many states allow you to return a car 5+ days from delivery/sale. Research your local laws if it bothers you that much, otherwise just enjoy your spankin' new ride
Current: E60 535i M-sport
Prev: E90 330i, E93 335i, W212 E350 Bluetec