Not surprising. They also do it to verify your source for this income. If this were drug money, and the dealer did not do a check, it could come back to haunt them if the buyer is later caught and prosecuted.I paid for my elise in "cash", still had to do a credit check.
My local Porsche dealer does this on all of their clients, no matter how they are paying for the car. It may even be a requirement by law. :shrug: