If your dealer is adding delivery or prep fees to your Volvo OSD, talk to Corporate. That's a big no-no in the program. Doesn't stop some dealers from doing it however. If I recall correctly, the only fees they can add are processing fees if they handle the DMV paperwork on your behalf.
But there's a difference between the OSD MSRP discount. (i.e. buying off the OSD price sheet) and the standalone "Destination Fee" line item. Further, even though Volvo ships the car back to the the states for free for you, it's up to the dealership (and potentially your negotiation skills) whether they still add that destination fee to the final bill.