Am I being awkward with Rolex Geneva?

[Amg7861]

Hi guys
I’m a newbie to the forum and to Rolex ownership, apologies for the lengthy rant but I would really appreciate your thoughts on a frustrating issue.
A couple of months ago I purchased a new Z-Blue Milgauss from an AD. All was fine until a week or so later when the watch was out of power. I pulled the crown out to position 1, gave it around 20 turns of the crown, then pulled crown out to position 2, set the time, pushed then screwed the crown back in. Expecting the watch to be running i noticed the second hand stuck, not moving or telling the time. I had to shake the watch in order to spin the rotor to get the watch to start.
I kept an eye on the watch over the course of a few weeks and it still continued to do this.
I took it to the official service center, they kept it for a few days, observed and timed it, returned it to me but couldn’t really explain why it was doing that. They also said that at this stage they didn’t really want to open it up as it was so new- which I agreed with.
They provided me with the Rolex Geneva customer service details and I proceeded to contact them, explaining the situation. Geneva keep telling me to allow the service center to open the case back to adjust the movement. However, after speaking to friends and thinking about it myself I’m a little disappointed that a brand new $8,000 watch’s seconds hand gets effectively stuck.
I know that shaking the watch will start it, but occasionally I set the watch and leave it on the table to wear later- if this problem persists then the time will remain stuck. I’m also hesitant about having the case opened up on such a new time piece.
This is my first Rolex, however I have a few other Swiss pieces and their seconds hands start to run after winding and even before screwing crown back in.
I do feel this is an oversight on the part of Rolex QC standards and am feeling a little short changed out of this. I expected something that bears the ‘Superlative Chronometer’ standard to just work straight out of the box.
I feel they should exchange it for another, but I get the impression they are trying to avoid this.
Am I worrying about nothing here? Am I being too awkward regarding the opening of the case/ movement so early on?
Would be grateful for your thoughts.
Best wishes
Al