Good luck Charlestheforth in working with that sales operation. But sending it back to S&W is easily done and may solve the problem.
But what would cause a Bodyguard's rails to bow like that, on more than one gun? The design. That is, perhaps some just do that -- like the dust cover on my SD-9 drooped and turned sideways a bit.
It would be informative to see if other Bodyguard owners see the same thing in their pistols.
Of note, a couple of years ago I bought a new M&P 9 from a major internet sales company and when we opened it at the FFL, it was obviously used. In fact, it had paperwork inside the box from the Jefferson Parish (LA) Sheriff's Department! Since I had not yet signed for it -- the FFL was willing to send it back to Bubba's Guns as "unacceptable." I called Bubba's, they apologized perfunctorily, and sent me (through the FFL) a new one (presumably waiting for the first one to arrive in their mail).
Moral of that story: inspect before you accept transfer. Once it is transferred to the individual, most vendors will wash their hands of it, and tell you to take any problems directly to the manufacturer.
Luckily for us, S&W has good customer service. If they return your Bodyguard as-is, telling you it is within spec, it will confirm the theory that "they do that just because that's the way they are."