I get what you are saying, and I'd agree with the shopping analogy just a few weeks back, but I think things have changed a bit now.
For the last few weeks VW have constantly pushed the estimated BW back every time it is about to be confirmed. When I discussed with VWCS yesterday I think I got my first no BS answer when the chap said they have no idea when my order will be built. Effectively this means it is on indefinite hold. So back to the shopping analogy, I am standing in a queue where they have just put out a "sorry this till is closing" sign (you got in just before the sign went out apparently). Now, should I sit tight and hope they let me in, demand they reopen the lane, or go to another supermarket? I honestly don't know.
Right now I'm trying a polite negotiation for more information and some compensation from VW (I retain the right to become less polite later), but I may as well open a discussion with BMW at the same time. If they offer something good I can take it, if not then I'm no worse off than before. By not talking to BMW I only limit my options!
EDIT:
And BMW just got back to me and said they have an M135i in stock I can have today, or a factory order in October (and there is no chance of getting a GTI until October even if VW called right now and said all delays are over and they are fast tracking the order). So basically its 100% certain that the BMW lead time is less than the VW one is whatever happens.