Is the tree assembled as one piece or in multiple parts? I have a two part pre-lit tree, the top section occasionally goes out if it gets rotated a little too far. The top and bottom have a connector in the pole, lifting the top section a little bit and reseating it fixes the problem.

While you may have already decorated the tree you may not be able to get it replaced if you wait until after the season is over. Then you will have a faulty tree to deal with next year if you can't find a fix. It's annoying but you probably have a limited window you can return the tree for a replacement.

If you are able to exchange it, consider a tree with LED bulbs. Incandescent lights are dinosaurs; they generate a lot of heat, use a ton of power and, as you have experienced, if one goes out it can take out the entire string. While you may not get away from the one light taking down the entire string issue (still a thing) they are far less likely to fail than the old glass incandescent bulbs.