Hmm, I'd guess they either didn't get the crown race snugged down enough, or that headset just has a gap like that.

If you're gonna ride in the wet, you could always rig up the poor man's sealed headset - cut a 1/2" section of innertube and fit it around the headtube before fork insertion, then slide it down over the gap after fork insertion. It does induce a slight steering damping action, but increases required headset maintenance intervals.