As a rule, Martin's come with a fairly high set-up from the factory, because it is far easier to lower than to raise the action. My J-40 came from the custom shop with a moderately high set-up back in 1990. A new J-40 should be pretty close to your M-36 as a player, just a deeper body.
Just speculating here, but my first guess is that Sweetwater did a pretty poor job with your set-up request. Do you have measurements for string height at the 12th fret, amount of saddle showing above the bridge, amount of relief, etc?
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