In my experience it's always been like this when a new M car hits the market. It also matters if you are a new face to that dealership or a repeat customer.
I'm fortunate enough where the G80 M3 was the 3rd car I've acquired from this dealership. My first was an M235, which they did let me test drive. The M2 I ordered without a drive at all because they simply weren't available. The M3 I showed up with my 9 month pregnant wife, and our car seat for a test fitting, proving that we were serious about purchasing the car, so they allowed me an unsupervised test drive for over 2 hours. But I also think this is based on geography, as a good friend of mine on his 6th BMW in New Jersey still couldn't find a dealership to let him do a test drive before ordering.
Lots of words to say work on building the relationship, show you're serious, offer a deposit, establish yourself as a credible buyer (not that you aren't doing those things already), but understand the dealership might be hesitant to let someone beat up on a high-demand car if they don't know you all that well.
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