It's reasonable to immediately notify the ammunition manufacturer and bring it to their attention.
Other than that, if you think the other major manufacturers don't occasionally have their own issues, you might be surprised.
I can think of 3 occasions where the "premium" lines in use by LE customers, made by 2 of the other major manufacturers, experienced some issues with some production lots which ended up in LE hands.
One company's loads had some short-loaded rounds produced in a couple production lots 2-3 years ago, and then apparently again recently.
While I never saw any of those short-loaded rounds from those production lots myself, I can remember seeing and experiencing something like 4 problematic rounds from 3 different calibers produced in that line of ammunition, but they occurred over the course of having probably upwards of 150K - 200+K rounds come through a range.
One .45 case was trimmed too long to fit in a chamber during cycling.
One 9mm case was damaged/mangled at the lip, failing to hold the bullet in the case during feeding. Another similar instance turned up later, which I was able to keep intact because it was noticed before someone tried to chamber it:
I had a .40 round fail to fire, apparently due to a "bad" primer, since it failed to ignite after 2 hard hits which deeply dimpled the primer cup. I didn't take a picture of it, but I kept it to add to my small collection of problematic factory rounds.
The other company ended up getting back several pallets of cases of their premium LE load after a major PD customer decided they were experiencing too many short-loads (squibs) on their training range. (I remember getting the call from someone there as the pallets were being loaded to be shipped back.)
I remember an instance of my own involving Winchester LE Ranger ammunition several years ago, too. I came across a box of LE rounds which had 2 problematic rounds which wouldn't chamber due to a case dimension issue (trimmed too long). I didn't have that particular problem occur while using that particular line of ammunition during the several tens of thousands of rounds used before or after that instance, though.
Several years ago I was handed a pretty mangled 147gr JHP load by one of our folks during a qual range.
It happens. Not often, thankfully.
On the other hand, I can't even begin to number the "bad" rounds encountered during range sessions where someone brought handloaded/reloaded/remanufacturered ammunition to some course. I usually hear someone reacting in disbelief, saying something along the lines of, "But I've NEVER had that happen with MY handloads", or, "That's NEVER happened with my FRIEND'S reloads before!" These comments have usually involved more than a single problem with the reloaded ammunition, too, requiring the line to be stopped now and again while the problems are resolved. (Now, I used to be an avid reloader when I was a young man, but I can't claim that every round I made was perfect.)