I know it's not exactly the same, but if you buy a car from a traditional dealer that is not on the lot, it ends up being a custom order similar to how Tesla's are produced. When I was still driving ICEs, I would order custom cars from BMW and either they were delivered to a dealer for pickup or I would fly to Germany to pick it up at the factory. I suppose if something was seriously wrong I could refuse delivery, but other than that there was no return option and furthermore I never was able to test drive "my" car since it was a custom order. Although Tesla's are becoming more mainstream every day, I think a fair amount of Tesla buyers may have come from brands such as Audi, MB, BMW, Volvo, etc. where you may very well buy something that is not "on the lot".
With one of my cars, I wasn't even able to find a (fairly rare) interior color option on ANY car on the BMW dealer's lots (let alone my model)...so I literally had never seen the actual color in person before I showed up in Munich. Prior to that, I only had the web and brochure photos to go off of. Luckily it turned out that I loved the color even more in person than I did from the photos.