The ESP isn't going to fix the fender, but that dealership should if they were the ones that installed the wheel weights that came off. Where did the failure occur, where the adhesive tape on the weight contacts the rim, or where the tape attaches to the weight itself? If at the wheel, odds are they didn't install them correctly. If at the weight, the weights themselves were either old or defective.
When using good weights and following the proper process for cleaning the rim and installing the weights, you normally get a result not unlike the stick-on bodyside moldings on a car or truck. It takes real effort to remove them, and they don't just fly off.
Jerry