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I had the same issue as
mine were a bit more of a gap. If you look close the splitter is defected. It curves out at the end which stops the stage 2 winglet from going flush. Look closely.
It looks to me like the Stage 2 End Cap can't fit tightly against the splitter due to some sort of bump on the end of the splitter. When my car was built in 15 the splitters came to the dealer with the stage 2 end caps installed. I don't know if they are still sent to the dealer that way but I suspect the dealer didn't put the end caps on the splitter. They may need to warranty replace the splitter to resolve the problem. A file could resolve it also but that may damage the CF.
I would just point it out to them like any other issue that I found and let them worry about how to fix it. That has worked at every dealership where I have taken cars with issues like that. Point it out and let them figure out how to handle.
In most case, the side winglets were attached with nuts and bolts. You may try to tighten the bolts in order to resolve the issue.
I would recommend not doing this - tightening it down will probably just result in a crack. As mentioned in a previous post, if you remove the winglet, you will see that there is either a defect or excess material there. I have seen cases of both. In your case, it looks like the piece may have a slight bend to it - maybe a defect as it was being molded.
Definitely a defective splitter. There is clearly a piece that is sticking out towards the tire side of that picture that is causing the endplate to not sit flush. Dealer trip is in your future to fix that, especially on a brand new car.
Go look on the lot. You will find the front spats on every Z positioned differently. All of those stage 2/3 splitters are either gap free or gapped up the ***. Luckily the dealership fixed both of mine. I have a past post on here about the exact same issue. Go to the dealer and have them replace it, make sure they give you the GM replacement and not aftermarket where winglets are on there without the bolts