Couldn't agree more on the installing the painted one.
However, the OP has no time in painting it because he ordered it which means the hard part is already done. The labor might be a bit if he has the dealer do it. But because it's not a hard thing to do, I'd do it over a few hours on the weekend, not the winter. Let's not spook the guy, it's an easy job!
Do it. It will look WAY better than the bare plastic on it now.