From what I can tell, this is a complication because I live in Texas. My sales person (I forget what they call them nowadays) says I have to upload proof of insurance showing the new VIN effective by 9/16 -- four days before my delivery date. This is supposedly because it takes up to 72 business hours to get the temp tags from the DMV, and this is all related to the fact that Texas bars direct sales. From a couple searches here, this appears to be common practice now, and I think it will be easier to explain the situation to my insurance agent rather than convince Tesla this is unnecessary. I didn't do this for buying either of my previous Teslas or any other car I've ever bought from a normal dealer.
I think the plan is to add the new car to my policy effective 9/16 to make Tesla happy. Then when I take delivery of the car on Monday, retroactively change the start date of the new car to Monday, so I don't end up paying to insure two Model 3s for four days.