Changed mine myself at my local garage. Dealer wouldnt do it till 4000 miles. Theyll not ever see me unless its warranty work. My car, my money, my decision. I like to know who is driving mr car when its in the shop.
That stubbornness on their part indicates that they would be hard to deal with on other things as well. Would you want to have to deal with such inflexible people if you needed warranty work done, for example, and they caused a secondary problem while doing the warranty work? For example, they could scratch something, they could reassemble something in a way which created a squeak, et cetera.
It isn't the lack of an oil change which causes me to run from a dealer like that for all future business, it is the knowledge that they have shown that they are cheap and inflexible which tells me to never trust them to do anything.
For your own good, find a better dealership. Even if it is a few hours round-trip drive to a better one, it could save you a lot of time and trouble in the long run, instead of risking the local one messing things up and then causing you weeks of trouble trying in vain to get it all straightened out.
When I see people who have been screwed over by dealerships, I feel sorry for them, but I also think on the inside, "You are partially responsible for your troubles, because you did not carefully evaluate the dealership before ever taking your car there for repairs in the first place."
Don't deal with people who have shown they are hardline, inflexible, cheapskates who do not care about customer service. They have already shown you what they are. Don't do business with them for even more important aspects like warranty work.
At least, those are my $0.02.