I would not worry too much. Sure it sucks that your car is acting up but I would not be concerned about safety. We know that EDC = Sport means that the active control of EDC is completely turned off, making the system just like a regular old shock, albeit a fairly highly damped ("stiff") one. The particular part of the warning that says "driving comfort restricted" sounds to me like when EDC fails in this way it reverts to EDC = Sport hence a bit less comfort.
I don't think we have heard this exact failure reported yet or perhaps folks just did not quote or take a photo of the screen. We have heard of simply loose connectors causing EDC warning notices and those have been fixed easily and simply. Could be a bad shock as well but I doubt anything worse than that.
It would be almost impossible to demand a refund or a new car for this. If you want to keep the car (which you definitely should - at least until break in is complete
), keep it, just tell the dealer to GET IT FIXED properly.
Keep us posted. Cheers.