I have the Damier Speedy 30 and also use to own a Damier Speedy 25. Both had the wrinkles on the underside of the handles. The handles were smooth when I got both Speedys, and then one day the underside of the handles felt wrinkly. I think it's because the ebene leather is treated and smoother than vachetta leather, so it can just wrinkle no matter what you do....
Even if you exchange your Damier Speedy, I think the wrinkles would eventually appear on the underside of the handle. However, you will be the only person to notice it since you are carrying the Damier Speedy, but the top of the handles will continue to look smooth/taut.
I wouldn't worry about it but if you just bought the purse and still feel uncomfortable about the handles, exchange it. But, I think that it will happen again.
Good luck!