Nope .
You did the right thing. Before I had even purchased my first "Communist" (not made in America) guitar, the dudes at my local large chain store hangout said " I'd rather have an Asian made PRS, than a Mexican made Fender".
I was kinda shocked, but I took a close look at the PRS SE line... and my first take-away was "Boy, they are Cute" . They got the "pretty" thing going on with the veneers, binding and stuff.. That aside, they are quality made instruments. And are "moderately priced". Usta be $500 to say $1K, but now with the relative success of the line you can see the line starts at $580, and tops out at $1550 (ouch... but even that one is a hellava deal, for what it is.)
I now have a Mexican made Fender (a quality piece) and SE's made in Korea and Indonesia. ALL ARE GREAT.
As for the pickups. 85/15S pick ups are not crappy. BUT they are designed to work in a "budget priced " guitar.
Are they as good as a $250 dollar set of boutique pickups (I bought some, Vaughn Skow) ... NO but they represent about 40% of the cost of the guitar. 85/15S' work. And if you play with high levels of distortion ... well all cats are gray in the dark !
As for string gauge, the nut is cut for 9 gauge strings. Going bigger may require some work by somebody with a file, that knows what they are doing (Local Guitar Tech ?)
But I put (wait for it) SEVEN Gauge Rev Willys strings on my Korean made rig, with the stock 85/15's ...That makes me a "Commie", because everybody knows 14 Gauge strings are best !!!
(the tension would probably snap the neck !)
But as along as I don't coil split (especially the Bridge PU) I'm not busting my butt to pay $200 to replace them.
Get your guitar set up for you. Play it awhile, and don't be swayed but the hype. YES you can "improve" almost every component on your SE, but by then,... you will have S2 money into it (like on an installment piece by piece plan)
That said... The SE Locking Tuners are a good move. Even I installed them in 2 guitars, with no muss, no fuss. No drilling, no bushing replacement. Just need a small Phillips and a 10 mm socket (and a small steel straight edge ) to do the job. There is a PRS video that shows how to do it in the PRS Tech Center.
And this from a dude that owned a guitar 20 years before he got brave enough to change strings himself ! Lockers , really make the job easier, and look waay cool. Forget all the other stuff you hear. But wait 'til they go on sale at PRS ...