You would probably have to contact a Cadillac personal advisor to help answer that and get an official explanation.
From my experience here is what I have observed. The dealership orders the XLR in a specific color and option(s). For XLRs the dealerships seem to be notified that they may now order x number of XLRs. The number allocated to each dealership varies based on a number of factors including the "quality" of the dealership (I'm not sure exactly how that is computed). Once the dealership is told they may order x amount, they have a specific length of time in which they must order.
Again this is just speculation on my part (very dangerous at times) - If you went to a dealership that had already ordered their allotment of XLRs without already having buyers, then you probably can only purchase what they already ordered. If, on the other hand, you went to a dealership that had not yet placed their order with Cadillac, then the order can be taylored to your specs. Everything being equal, the order that was placed first is also going to be delivered first.
One question I asked a number of dealerships in this area were how many XLRs were you allocated. I went with an excellent dealer who was high on the number of XLRs allocated for the reasons I listed above.
Hope that helps. Again, you probably want to contact Cadillac if you have concerns about how your order was created.
P.S. It is tough to say whether the factory XM Radio can or cannot be installed later. The XM Radio appears to be a separate module and (I think) the software is in the XLR whether it is installed or not. You might contact a Delphi rep, the company that makes the XM-Radio module (but not the rest of the audio system) for the XLR. Their web address is: http://www.delphi.com/products/