I usually prefer to have the dealership do the work too. The only time I had someone else do something on the car was when I got it tinted.
Honestly, I highly doubt that your dealership is doing the actual work (tinting). If you ever have a problem with the tinting, I am sure that your dealership will refer you to the shop that actually installed the tint, so you are basically just paying the markup for them to drive your car over to the tint shop
Maybe you should ask your dealership how any 'issues' that may arise later will be handled, if they will refer you to the installer or if they will do that on your behalf ?!?