Finally got around to calling Sig on Thursday. They asked what type of lube I use on the slide, and if it had been shot from a bench. They then e-mailed me a FedEx label to send it back on their dime. Went out Friday.
Perusing the Sig forums, some of the low serial number 938s (mine is in the 3000 range) have had similar issues and the extractor was redesigned. Having the factory replace it solves the problem. I'm hoping so, as I really like this pistol otherwise.