Take it back to them, explain what you're feeling and seeing and hearing from other Spyder owners. If they hear you, they'll make it right. If not, might need to shop around. At this point I would give them the benefit of the doubt.
Since your dealer is doing the laser alignments I would say they're as concerned as the rest of us for getting it right.
This is assuming they're doing a ROLO 3 wheel laser alignment and haven't created their own way of doing it. My dealer tried coming up with a better, faster, more accurate alignment method... successfully but not anywhere near as good as a 3 wheel ROLO alignment.
If they're new at it, give them another shot. Remind them they can always call for advice from the alignment tool manufacturer.
Remount and rebalance all three tires and recheck/rezero the steering position/angle sensor and steering shaft torque sensor (really cool magnetic field reading sensor...).
Check tire pressure. The fronts should be even or you'll feel funny stuff on the road. Experiment with lower and higher pressures (only a little at a time, it can make a big difference.)
Have your tires inspected by a tire shop. They're pretty good at spotting flaws. Tell them upfront that you're not likely to be buying tires from them as the OEM's are only available through BRP, they're more likely to give you an honest answer if you start with an honest story. If they are bad, you might consider non-OEM tires or see if the dealer can get them replaced under warranty (if your mileage is low enough.)
Spyders are a complicated ride. It's not that they're not stable, they just give a lot of feedback to the rider so it makes people uncomfortable, nervous, or outright scared if they're off in any way. A perfectionist would see this as a good thing, but you have to really drive your dealer (and yourself... your spouse, your friends, random strangers) nuts to get things back to perfect.