All M3s built 08/02 and later get the motor oil changed. This was a change initiated by BMW.
I know this for a fact because my 07/02 didn't get the oil change. When I contacted BMW NA to ask what the differences were between my 07/02 engine and the 08/02 engine, they could not find any differences. So I then asked why the cars 1 month newer than mine do get an oil change, again they had no answer. But they did call my dealership and asked them to change my oil for free.