I've never had it happen on a new CZ before, but I'm guessing other have on occasion. I guess you could try re-staking (just make sure you have the right tools so as not to nick the frame), though I'd just as soon use the CGW pin and be done with it. Until then, keep shooting and just check the pin when you change mags.
Note: of course you could send it back to CZ to fix, but you'll lose it for 4-6 weeks (at least) for a job that will take a few minutes if you do it yourself and you're careful.