My series 2 Space Black with Milanese loop came in the box with similar scratches to this on the bezel and screen - which I imagine were caused during assembly.
I think Apple need to do a recall on this watch combination because the black Milanese loop band scratches the watch screen and bezel very easily.
With just a small amount of contact you can end up with permanent scratches and marks on the sapphire screen.
In my case I purchased this watch because it had a scratch resistant screen, so to ship it with a band which actually causes scratches to the screen seems like a very bad idea.
Other people have also reported this problem with the series 2 Space Black and Milanese loop which is worrying considering how few of these watches are currently available for purchase.
If you have this combination, please make sure that your loop band doesn't come into contact with the screen of your watch AT ALL, or you'll end up with irreparable damage to your screen, and from the response above, this won't be covered by warranty.