Not surprised! That car is so limited and so few of them came to the US. Here in CA in some areas where there is a LOT of $ you will see a fair bit of very expensive and pretty rare cars (as in M3s or M5s or 911s or Roush or Saleens are so numerous they don't even count as 'rare') and you see a fair bit of 1 series, and I have yet to see a 1M .... and I'm looking!
I did see a very sweet 2002 Turbo a few weeks ago though!