Straight from the horse's mouth (via the "Finances and Ordering" section of the FAQ on MINIUSA.com):
WILL THERE BE EUROPEAN DELIVERY OF THE COOPER OR COOPER S? We're working on it, but don't hold your breath. We know you want European delivery, so we're trying to make it happen. We don't, however, foresee this happening any time in 2002.
Bear in mind that this only applies to the more complicated matter of factory delivery for overseas buyers, not for UK buyers. No mention of the subject on MINI.co.uk (at least that I could find). I know BMW itself already has European Delivery for U.S. buyers, so one could only surmise that not immediately adding this option for MINI has more to do with the MINI factory itself rather than any major logistic/insurance hurdles needing to be overcome before implementing such a plan; BMW already know how to handle that part of the equation. Maybe the Oxford plant just isn't "visitor friendly" at this point, i.e. no personnel/facilites for accommodating tourist type purposes yet? Just a stab in the dark...
-Ricardo