This isn't something worth returning the guitar over. It just needs a set-up tweak for your preferences, for best playing feel. Factory set-ups are normally a bit high, because it is far easier to lower saddles and nut slots than to raise them.
Step one is to put a capo on the first fret and play it for a while. This takes the nut out of the equation, and if the nut slots aren't deep enough the guitar will become noticeably easier to play. There should only be really minimal clearance between the first fret and the string when you fret at the third fret. It's a barely visible gap, but just enough to make an audible "ping" when you tap the string vigorously above the first fret.
Filing nut slots is a subtle thing - I've ruined several while trying to tweak mine. I now always leave the original alone and start with a new one, which is easy to buy (pre-slotted but not fitted). And go slow. It is very easy to cut too deep and make the nut slots too low. Then you either have to shim the entire nut back up, or make a whole new one. If the slot width is too wide, the string can roll back and forth a bit, but I honestly don't know how much is too much. Finally I've used a length of the old wound string as a "file" to smooth nut slots out when they have worn grooves to match the windings. It doesn't cut very fast - a good thing - and you know it isn't way too wide.
Hope this helps, and maybe has convinced you to let a good tech do this subtlest part of the set-up. You CAN do it, but there is a learning curve.