It looks like something is/was between the rail and the slide, causing abrasion to the rail's black hard anodized surface. I can't tell from the photos if there is any actual wear on the alloy or if it is just exposed by the removal of the black anodizing.
A burr on the slide was a logical culprit to look for -- your comment indicates none is there, but it could have been worn smooth.
Something relatively hard -- harder than aluminum -- that might have gotten caught in there is another possible cause. The average piece of gunk from firing -- brass flakes, expended power -- shouldn't do that. A small piece of steel might, even over a relatively low number of rounds.
It is also possible the rail bows out slightly at that spot, from a manufacturing irregularity, and is rubbing against the slide. Or I guess the slide could have a slight inward bow to it.
The chance of something abrading or rubbing is greater if the rail/slide is dry. Sigs should be kept well-lubed. (There is a grease vs. oil debate on-going, but any good quality gun lube product should do).
All handguns show some wear as they break-in -- a lot of new Sig owners are alarmed by the appearance of "smilies" on their gun's barrel, for example, but they are simply the evidence of the barrel meeting the hood at the end of its travel and the resultant removal of nitron from the barrel at the point they mate. But yours seems a little out of the ordinary. I have four Sigs, including a P6 and a P228 both dated 1995 and a 2009 P226 and P239. None of them shows wear like yours, although the P228 has some slight and smooth wear (with alloy shining through) at the same spot as yours! The roll pins do get worn flat if they stick out a bit, that's normal -- and the contact helps keeps them in place.
You could call Sig C/S at (603) 772-2302 (press #3 for Customer Service). I found it easier to fax them with a description of a problem at (603) 772-4795 and give them an email address, to which they emailed a return authorization and FedEx label. Then you could email the pics to them -- although I think they are going to want to see the actual pistol. They tend to be great about taking a look at a pistol with a problem and returning it rapidly; they don't always articulate what they did to check the problem, but they are the experts.
You could also call someone like Gray Guns, an acknowledged Sig expert shop, at (541) 468-3840, but I wouldn't bother them (they are small/busy) unless I intended to send the gun there for servicing (check their web page for services).
http://grayguns.com/
Since the days of the very early P226's (which have undergone a rail shape re-design since) it seems extremely rare to read of anyone wearing out a Sig rail. P239's are little tanks, too. You could let this ride and keep shooting it, or send it back to Sig and achieve peace of mind about it.
That's all I know. Good luck with it!