No, a saddle should not form that ridge down the center. But, there is one caveat. Are you a very heavy rider? That must be factored in, if so.

But, There are plenty of leather saddles around, mostly Brooks', that are 20 to 40 years old that still retain their original shape. I have a Brooks Pro from the 60's that is still firm and shapely.

I don't have any direct experience with VO saddles. Nor Gyes. But I just suspect they are not up to the quality of the older Brooks saddles. Even some new Brooks saddles fail prematurely. The reason they're putting a fiberglass layer underneath, in my opinion, is that they're trying to compromise. Make a suspended leather saddle that is comfortable right off the shelf and requires no break in period. But it's a trade off.

Send the VO back. It's not right.

I would get a Brooks if I were you. Preferably, an old one in great condition. And if you do, don't get Neats foot oil anywhere near it.