Nothing wrong with changing oil more often but I agree that there is little benefit if using modern synthetic long-life oils.
I think a lot of the wisdom around these short oil change intervals comes from older people who owned cars in a time when oil only lasted 7000 miles.
On a highly strung tuned engine putting out some serious power or a car which gets regularly hammered around a circuit then I can see the need to be cautious but otherwise it's more than likely wasted time and money to change oil any more often than the service schedule.
Engineering explained did a good video on synthetic oils here: https://www.youtube.com/watch?v=l-zDt9FGJi8
And another good video here: https://youtu.be/tYkg0oDUXs8?t=332
I personally change mine every 7k in the Z4. I let the dealership do it every 15,000 for the service book stamp and then I do it myself halfway into the countdown. In my other car I do it every 10k since it doesn't need any service book stamps. The reason I change mine so often is because I actually enjoy doing it myself
On topic: Get the 30i. The 6cylinder engine is what makes the car, no point getting a Z4 with a 4pot!!