I bet they ordered the wrong wheels for you and now are trying to convince you (and apparently succeeded) to keep the ones that came in with the car at delivery. Basically, the TPMS requires sensors at each wheel valve. These sensors wirelessly transmit tire-pressures to the central system.

They could easily move the sensors from the delivery wheels to your desired wheels...

You can order whatever wheel you want and would just have to add the TPMS sensors, like this:

• Aftermarket source for sensors