Agree with Llew above - shavings in your oil filter is already post-mortem.
As for why we generally rather take our vehicles to specialists, I don't think there is a single correct answer as everyone will have their own preference. Again, as Llew mentioned above, I am sure that the BMW techs are more than capable of doing the job but ultimately, nothing beats the peace of mind of a specialist.
Secondly - a universal reason for avoiding the agents is cost. Back when I was looking into doing bearings on the M3, it was around the ~R35 000 mark at the agents. I took the car to Sav and it was done and dusted for around ~R22 000. This, however was back in 2018 if I'm not mistaken? I can only imagine the job being nearer to R50 000 at the agents today if I had to hazard a guess.
Thirdly - (and this is a topic for debate) BMW will logically replace the bearings with OEM as per their MO. Word around the S65/S85 grapevine is that BE bearings are the only ones with a gracious enough tolerance. Others say that ACL Race bearings are the one and only etcetera etcetera.. Sav said that he only runs the ACL Race bearings of which he's never had an issue with in any of his V8s, being customers cars or his personal race cars, including the twin turbo build. So, ACL was the route I went.
Finally and somewhat controversially - Sav not only documented the entire process of the bearing replacement and sent me updates (which I might be mistaken but BMW does not do this) but also left me with the bearings that came out of the vehicle in the first place. Again, another matter of peace of mind. I don't necessarily think that a company like BMW would say they've performed the job without it being done but it's not unheard of (though, you could possibly request the old bearings back, not sure)