I'm still pretty new to knitting, but
I've been told, and have read that yarn manufacturers are "allowed" (??) to knot yarn together in a skein. I was taught to just untie (or clip) the knot and join just as if you were joining a new skein.
However, I would be extremely irritated to find another dye lot in the middle of a skein! I would think that is surely unacceptable, even in cheaper yarns!
I'd consider writing to the company to see if it's a standard practice, just so you'll know whether to buy their product again.