I thought it was strange too on the first M6 performance car I bought. Having owned many since in the past couple decades - they all do it. It's exactly what the dealer told you, driveline clearances clunking when torque is released from the driveline. Those clearances have to be there for the trans and diff to work right.
You can sometimes hear similar clunking by shutting the engine off while the clutch is out with the trans in nuetral. Also - normal.