It's a steel wheel. Where the weight is clipped on the lip of the rim, the wheel weight will leave a rust stain. This an incredibly common occurrence with steel wheels. Wipe the rust off. If the lip of the wheel had the paint scratched and the rim has a light coat of rust, sand the rust off and spot paint the wheel.
There was no warranty claim because surface rust is not a warranty item. No offense meant here, but the dealership probably thought you were joking, which is why it took 10 months to get a response.
If you want to avoid the issue of wheel rust, the next time tires are fitted, ask the tire shop to use stick-on wheel weights. Or you could have a tire shop take the weights off the lips now and rebalance the tires with stick-on weights. Then touch up the wheel paint. Again no offense meant, but the guys at the tire shop are going to find it an unusual request and think you are a bit persnickity and your other car is a BMW...