I had this same experience also on an expensive Reynolds carbon fork and a Chris King threadless headset. The indentation isn't as concerning on a steel steerer, but on a carbon steerer any indent can lead to a crack which eventually leads to catastrophe on a fork. i think the problem lies in the upper cone/race mechanism with the split cone thingy (forgot what it is called), but as more torque is applied it eventually creates pressure point on the steerer leading to the indentation. Nobody is going to want to admit anything less than holy about CK. Buyer beware.