I think you're talking about something related but not discussed here, which would be making car modifications illegal. Let's say BMW make heated seats an optional extra, which it already is. What if they also install them in every car because it's cheaper to have one build, and subsequently are able to sell them more competitively - none of that would require making it illegal for you to get the seats working yourself.
Not illegal, in so far as I don't believe it's been tested in court - but it is an explicit breach of the giant terms and conditions contract that they require you to sign, when purchasing the vehicle. There is an attempt to prevent you from doing so.