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2002-2006 (and 2007/2008 R52 convertibles), it's not a factory aero package, it's dealer-installed, which means the dealer will remove/dispose of the original bumpers, unless you ask them to keep them for you.
2007+ hardtops, it will simply be installed at the factory, instead of the original bumpers. Nothing to dispose of.
I was told that as part of the price I paid I had to supply my factory parts or the kit would cost more. At the time I didn't think much about it and let them have them. I don't know what they do with them.