The joints on my road bike wheels are showing up fairly obviously, a crack you can catch a nail on.
They’re only the factory ones (in house) so obviously nothing special.

Possibly a silly question but is it normal to not weld a rim or have they split and should I be taking em back? Got about 4-500 miles on, I didn’t notice it before but they could have been there from the off.

Yeah, cheap rims are usually ‘pinned’ at the join rather than welded. It makes them a bit cheaper to manufacturer, and probably very slightly weaker, as well as being not as neatly finished. If the wheels themselves are still round and it’s just a tiny gap then I wouldn’t worry too much. You could take a file to it if it’s catching on brakes.