I've seen a few others post about this. I could be misremembering but I think that it was found that they got the headrests from an SEL accidentally installed instead of the Limited headrests (regular leather vs Nappa leather and a slightly different color). I would think you could contact a dealer and have it remedied.
I have a beige interior calligraphy and mine match pretty good. The seats are Napa leather, either Limited or Calligraphy. The Headrests are from the same. The SEL Headrests have a more coarse pattern in them. It looks like the batch was just a bit too far off. Hopefully the dealer can take care of it for you. Here is a pic of SEL headrests for reference of the texture (in gray though - also for sale for $200 shipped lol).
Mine look just like yours. I was at the dealer yesterday and asked the service coordinator if he was aware of the mismatch - of course he said no. He did say if they start to smell, you’ll know it. So, evidently it’s not a pleasant smell.
I just noticed this last week. I have a 21 Limited and not only are headrests now a different color but the armrests in 2nd row are as well. Hoping my dealer will make it right. I’ve had mine 10 months.