That is some very, very dodgy tactics.
They have left themselves open for all sorts of abuse by letting you take the car before the finance was approved.
I would tell them that if they want it, they can come and get it, or they can wait until the weekend.
Then, if you have a pile savings, take it and put it on a used car.
Always better value, and always more fun, there are things you can do with a used car you can't with anew one
But, get it from a different dealership.