The Winchester Metric calibers are actually loaded by Sellier and Bellot.
While I have had no experience with 6.5X55 ammo, I have had the same experience with Winchester 7.62X54 Russian.
This is likely caused by poor annealing or no annealing of the case heads by S&B during manufacture.
While this neck splitting will not harm your firearm it can be extremely annoying if you were planning to reload the cartridge cases as I was.
Send the cartridges back to Winchester and they will send you a coupon for a new box of shells which doesn't fix the issue BUT, if enough people complain they may take steps to fix the problem.
With Winchester though, the fix usually ends up being them dropping the product line,,,
I suggest you obtain some Privi-Partisan 6.5X55
Made in Serbia, the ammunition is quite good, fairly affordable, and the cases have demonstrated a long reloading life, at least in the 7.62 Russian stuff I have been using.
Privi-Partisan in many calibers is available from AIM Surplus.HTH