The engine undertray plate is all one piece including the fins, it would be replaced as a piece. It's a new car delivery though, if he's saying they wouldn't warranty it then it should be on the dealer's insurance. Also, how the HELL would a dealer do a PDI without putting the car on a lift? That's a serious concern actually.
As far as the bent fins, It's just aluminum plate... how badly are they bent? Can you straighten the fins with a tool? You'd want to protect the surface as you do it to avoid marring it, but if it can be bent back straight, that might save you a ton of time and headache with a replacement.