Many dealers do not replace it themselves, they call a specialist, many times the same guy that you might use independently. It depends on how big your dealer is. My delaer uses a local, well known and respected independent.
But - here's a twist. I needed a new windshield for the 330cic, so I stopped by the independent. He checked the price for the glass via his wholesaler (not BMW factory glass from Germany), and it was like $350 and 2 days to get it. He then called the dealer for a price and it was $275, BMW original, and IN STOCK at the dealer. He then explained that the dealer stocked the glass, and they frequently did on-site jobs for the dealer, but he never realized that the BMW glass was cheaper than the non-BMW glass.