In the future I will, but I believe it is included in the price of the car so why not?
There are a number of reasons why. For, starters, there's the cost of your time. Economists will tell you that you should value your time at the same rate your employer does. Unless you are flipping burgers for a living, the time you spend at a dealership would make these "free" services anything but. But, you'll say, then *I* have to spend MY time on doing the oil change the transmission fluid change, and rotate the tires? We'll, this brings us to the second reason of "why not".
The grease monkeys at the dealership who would be doing this are not master mechanics, and as such, your chances of having an oil filter torqued by a gorilla are quite high.
Now, having climbed down from my high horse, I have to admit there are obviously circumstances that would make it impractical to try and do it yourself - you live in an apartment with no place to get done, or you lack opposable thumbs. [emoji23]
Didn't mean to harangue you - just offering a view why you may want to do basic maintenance yourself.
(I have the benefit of having a lift at home, so this is a no brainier for me - I can change oil in 30 minutes).