I would not put a case on my phone, and after finally getting it to reproduce the problem (had to hold the phone a certain way and grip it tightly that way), I would not (and if I had to, I'd very strongly consider returning).
I got to experiment with my roommate's phone as well. It seems if you cover that gap with the thumb area of your palm and grip it tightly, it will do it (signal is strong enough where I am I cannot get it to lose signal though). But even if I loosen my grip, signal comes back (and honestly, it's more comfortable to hold the phone that way. I mean I was squeezing to get it to lose signal).
I got to experiment with my roommate's phone as well. It seems if you cover that gap with the thumb area of your palm and grip it tightly, it will do it (signal is strong enough where I am I cannot get it to lose signal though). But even if I loosen my grip, signal comes back (and honestly, it's more comfortable to hold the phone that way. I mean I was squeezing to get it to lose signal).