Sure it's not an automatic guarantee for better handling. And especially not for daily driving. I'm sure it makes a tiny little difference on track, but definitely none in daily driving. More crucial to Coupe's better handling is better body stiffness (2dr only vs 4dr).

To really measure the effectiveness of CF a test between M3 CF roof vs. M3 sunroof versions should be performed (eg. in slalom driving). The differences would be very insignificant in the end. But they would be there though ...