I've had my WMP for about a week now.    Lots of fun to shoot and pretty accurate.    I've been running some different ammo that I had on hand and have noticed some split cases when using Winchester Super X 40 grain JHP ammo.

Not every case is split, but I will get 3-4 split cases per 50 rounds fired.     I did not notice this with Fiocchi 40 grain FMJ, nor did I notice it with CCI 40 grain TMJ ammo.

It appears the case crack propagates from one of the chamber flutes and extends roughly half the length of the case.

Is this normal, or should I contact Walther?

Never seen this on mine.

If it doesn't affect function or accuracy, I'd leave it alone. Not like you're gonna reload.

My .o2

I've noticed the pistol will short stoke when a case splits.    It will extract the spent cases, but it will not load a fresh case.    

I called Walther customer service, they were less than helpful.

Hard to diagnose that over the phone, IMO.

I would just avoid the Winchester ammo altogether, avoid the problem.

A split case (to me) implies the case doesn't fit the chamber properly. For me, that means the Winchester ammo is out of spec.

My .o2

I'll burn up the Winchester 40 grain ammo in my bolt action Ruger.    It doesn't care what it's fed