It's annoying that they didn't tell you about it - but really, they dealer was trying to be NICE here...

I was thrilled in 2000 when my dealer searched around and found EXACTLY the X that I wanted and had it driven in for me from Arkansas.... It was a little bit of a to hop in my brand new truck and see 300 miles on the odo already... and I had the same concerns about break-in... but it's really not a big deal... and in your case it's only 125 miles.

Relax, take your X and IMMEDIATELY get it coated in mud, and thank the dealer for working so hard for you