You need to contact Mb I think and tell them you want to retain it and pay the transfer fee. Did you mention it to the dealer when you placed the order as they might be able to do it or advise you.
I left the scheme after having the PP on my scheme car it’ had been on retention and didn’t want to lose it so put it on.
So i actually took it off again onto retention and gave it to the dealer to put on my new car. So I think it’s best to ask mb what is the correct way. I assume your current car is a scheme car.