I keep meaning to make a post about this, but I am lazy.
SIG is going through a number of issues right now. I have heard first hand of numerous brand new SIGs with horribly aligned slides, numerous feed problems, and cosmetic blemishes right out of the box. I live within biking distance from the factory and I talk to all the local gunsmiths, and even guys that work at the SIG custom shop. In a nut shell, they are currently way overworked and understaffed (they are working to remedy this next year with the purchase of a new facility and vastly increasing their work force). I am not surprised they missed this. Don't get my wrong, I just bought a brand new P229 and I love it but the sights couldn't hit a barn out of the box and there are gaps in the finish inside the slide from the hanging racks. SIG still makes a great product. However your chances of getting one with "issues" are much higher than they used to be. I say give it one more go. If it still has issues, either have a local smith fix it or if you really feel uncomfortable sell it.