Truth is the GT is one of BMW's slowest selling models. Dealerships don't want to carry it - fearing they'll have to wait many months to sell it (in the meantime making payments on it and insurance).
Sounds like your dealership isn't really interested in selling you one. They don't want to do a dealer trade w/ their sister dealership for it, only to be stuck with it if you decide to go with the sedan.
My advice - take your business elsewhere