I do not think a rubbing noise is normal, do you have auto or stick? Did you change rims or tires? is the noise only when turning, straight ahead or all the time! My fiancee's stick makes no rubbing noises but she only has 600 miles on hers. The differential on C5 vets makes a noise when turning Gm has a special lubricant that needs to be added to the gear oil maybe the GTO has a similar rear end !
In any case do not settle for less than a full explination or have it fixed, a new car should not make rubbing noises!
Good luck
Robert