There are a lot of discussions of the various legalities of what's contained in our warranties.

I'm no legal scholar, and the the partioculars vary from state to state. But if anyone would like to test this, read up on the
federal law offering consumer warranty protections. Yeah, it does seem like this provision is not entirely legal, but there are good reasons for requiring owners to have this service done at an authorized dealer.
Either way, you need a new dealer: The first service
should be done at an authorized dealer regardless of the legality of making you do it there. There are a number of checks that need to be done at 500 miles (or so) to insure the scoot is running properly and that no mistakes were made during dealer prep, no problems occurred during shipping, that you didn't get stuck with any defective parts, etc.
If your dealer is simply doing an oil and filter change, they're shorting their customers and not providing the service Genuine/PGO stipulates and doing their customers a disservice by not providing some necessary checks. After the first service, you're pretty good to go for the next few scheduled ones until you need your valves checked. (I seem to remember posting the various 1st service checks from the Service Manual, but can't find it now...)