Unfortunately, the finish on the alloys is probably quite soft and the more you remove and replace the covers the more scope there is for damage given that installing the covers securely can't be achieved without a certain amount of 'slam'. I have experienced this issue on other cars that use wheel covers although the rims have generally been lower grade painted ones. A possible fix is to put pieces of self-adhesive thin foam tape on the underside of the foil covers at the areas that are causing the scatches (to provide protection against further damage when installing the covers). The tape must be thin as you don't want to compromise the fit. Quite why manufacturers do not include some form of built-in cushioning on the inside of the cover is beyond me (actually some covers do have cushions).
All that being said, there is a possibility that the scratches haven't been caused by the covers. They may possibly have occurred during the tyre installation process if insufficient care was taken to protect the rims (you would hope not though!). However, I'm betting the covers are probably the cause. As Alb suggests you should be able to see whether the underside of the cover is shaped in a way that is likely causing that shape of scratch.
I should add that my car is so new I am yet to remove mine. Something to look forward to.
I guess it will be interesting to hear what the dealer has to say. They may suggest and implement similar to what I have suggested and/or relay the issue to MG, which really needs to come up with a non scratch solution.
