I would have them do it. After installing new windows in my house I knew i wanted to insulate that gap but didnt make it a priority. As it started getting colder around Sept - Oct I noticed that one of the windows already started to develop mold in that gap from condensation. After that I quick like a bunny insulated all the windows.
The window instructions said it was ok to use low expansion foam and so I did. Then this year for my last 2 bay window and patio door I used fiberglass batting. I think I prefer the fiberglass as it didnt make a mess like the foam may do if the installer isnt careful, /points to self
Either way make sure to have that space insulated.