OP,
This is exactly what warranties are for. I'd just have the dealer pick it up and fix it. Then they can deliver it when it's done. Definitely something broken in the front differential. I wouldn't mess with it, they can fix it on their dime.
This is NOT a common thing, even among import tractors.
And there's no way the dealer "checks them out" (dyno testing? B.S.) for 8 hours before they sell them. Someone else had that tractor and probably returned it. Tell the dealer you're coming to watch them "dyno test" one of their new tractors. Just to see how fast he stammers and what excuse he comes up with as to why you can't (i.e. someone "broke" the dyno, and they're "waiting for parts", etc).