I too would complain to the company. Send them pictures too, if you can. The worst they can say is, "We apologize for the inconvenience." But maybe they will offer you some kind of compensation. Maybe other customers have complained about the same problems.
What I have read about pilling is that it is more of a problem with synthetic fibers. Natural fibers are not generally as strong as synthetic, so when natural fibers pill, the pills break off pretty easily, usually in the washing machine. So you never even really notice them. But with synthetic fibers, the strength of the fiber prevents the pill from breaking off. Therefore, they just multiply like rabbits and get all twisted and knotted up in themselves. I have also read that clothing made from a mix of fibers is more likely to pill due to the different lengths of the fibers involved--the varying lengths lead to more loose ends, which creates more twisting and pilling.
I switched to predominantly natural fibers some years ago (I do allow some rayon, which I think is actually made from wood pulp, and spandex, since it's in everything!), and I have had very little problems with pilling since then. My biggest piller is an old cardigan that is 100% acrylic.