Sounds like a fault. Mine is 3 weeks old and there isn't even a hint of wind noise.
It must be a gap? Is the window correctly aligned and closing fully? (I know that's an obvious one, but its best to start with the basics) Try taping (pvc) over the shut line round the door frame and see if it makes a difference. You may be able to isolate the fault zone.
There is quite a lot going on in terms of construction (metal, rubber, welds, folds) in this area, so leaks could occur.
Hope this helps.