Sorry am so late responding to this. We're leasing through Knowlesfleet (NHS) and we asked to go to Tesla to pick it up as it would be much quicker and both parties were perfectly happy with this. That obviously made checking for issues (though there were none with the car) a whole lot easier as I imagine the delivery chap will just unload the car and head off. But if you report any issues through the app you'll be pretty much in the same position as if you'd collected it yourself (despite the various inspection lists, there's a limit to what you can check on the day - or, rather, what you feel like inspecting before driving it home!).