The inconvenience is unfortunate.
Are you saying that you spoke to someone at BMW Financial Services before you signed the lease, and they told you that you could return it at any BMW dealer, and that’s what your contract says?
Check your lease agreement. The one I signed in 2019 says this:
If you are relying on what you were told by the dealer at the time you initiated the lease, well, they have no power to verbally modify the terms of the agreement between you and the leasing bank.