Header expander is a small cap trim piece designed to take up any inconsistency in the window opening and hide the top edge of the window where there is not and interior stop.
They are designed for the window head (top) and not for the sides.
The sides should have been measured within 1/4 inch (1/8th inch on each side) net measurement of the smallest measurement. At that point, the smallest gaps would have been covered with a small amount of foam and/or caulking.
What likely happened is that the window was measured improperly and instead of re-ordering the window or trimming out with some sort of casing or 1/4 round trim, the installer concealed his error with header-expander on the sides. That is a no-no and not acceptable.
I would require that the windows are removed and re-set or reproduced and installed by a qualified installer.