It's not pretty but it probably doesn't really make any functional difference to the guitar while in use. If you don't like it and can return it, by all means do so.
If you think the guitar is otherwise exceptional you could get a shim made by a tech that would be stuck to the side of the pocket, meaning if you ever took the neck off and put it back on again it would definitely align correctly. I've got one on my US Standard Strat, and I picked that guitar as the best strat from 3 big stores 10 years ago, still my favourite Strat.
On a bolt on, all the pressure comes from the screws drawing the neck in towards the base of the neck pocket. In theory the sides don't really matter that much except for ensuring alignment, though it's definitely preferable from an aesthetics point of view that there's not a big gap. I definitely agree it shouldn't have the gap, but the guitar will still be usable. If the sides are too tight that can be how cosmetic cracking occurs with the paint, as it isn't flexible enough to deal with the pressures of the wood.
For what it's worth - some of the best Fenders I've played and owned had a neck pocket gap, and a business card shim on the bridge end of the base of the pocket to tilt the neck back to get the setup to feel how I want. It's always about the sum of the parts and perfect aesthetics don't necessarily mean the guitar will sound better.
But you still have to be happy to own it and if it bugs you and the guitar isn't otherwise a stand out example then it might be worth returning.
