I guess it depends on how drastic the difference is, how much it annoys you and how much of a pain it is to get back to the dealer
can you go to the dealer and compare? you really dont know which one is the correct one at this point so if you return one to get a new one, you may have returned the wrong one
if you keep it a little more loose, with the same hand, do a spinback and see how many more rotations one does then the other.