If you routinely squeeze your keyboards like that before you start typing, then yeah that warrants an exchange. Otherwise, just keep it. Also this may not matter to you much, but if you exchange it, EK (assuming that's where you got it?) won't be able to sell it off as new anymore, so they might take a loss on it.
Mine doesn't do that, but if it did, I would keep it but would fix it myself. It looks like the notches from both outer and inner surfaces are not flush. If you're ok with "fixing" it yourself, take off the cover to heat it with a hair dryer, while applying pressure inwards. Pretty much similar procedure to straightening a bent PBT spacebar.