Wow, thought I heard it all as far as the whining and complaining in these threads, but now someone complaining about a dealer insisting on giving a free oil change and annual service? This takes the cake.
The bottom line is that you're leasing the car, therefore you DO NOT own it. It is in the dealer's best interest to ensure the leased car is properly maintained according to BMW's service guidelines so that when the car is returned, there's a higher likelihood that the car is in as best a shape as possible for resale. That is probably why the dealer is insistent on having you bring it in for the yearly oil change. Perfectly understandable in my opinion.