I've never had problems like that with BMW and MB. Although I'll admit that M/AMG/RS cars are rare for test drives, simply because many dealers (at least here in Montreal) dont keep for demo, most that come are sold.
Audi are a bit like that here in Montreal... but my worse experience ever like with this type of behaviour was with Infiniti.
When I was shopping back in 2005 for a car, I was considering an Infiniti G35 sedan.
The moron told me that I needed to but an order in and leave a safety deposit before I can do a test drive. I was trying to explain to the moron that I wanted to test drive the car BEFORE making a decision on my purchase, but he only said that we can cancel the safety deposit if I change my mind.
And this was for a simple POS G35 sedan!!!! For Pete's sakes I test drove cars like the M Coupe, 6er and even an Aston Martin... but couldn't get behind a G35
So naturally I told him to f*** off.
So do like I did with the Infiniti guy (that's what middle fingers are for)... and go to another dealer.