Yes. The reason of the problem was the PhysX skinwidth of the entity. It's the thickness of the shape's "skin" and gives the minimum distance to obstacles.

It does normally not matter, but your case the entity was relatively small and thus the skinwidth caused a visible gap between the entity and the floor. We'll make it smaller in the next update.

It would be great if this gap does not depend on the size of the model, because then I can provide any size to the model, according to my project. Thank you for your attention.

It does not depend on the size, it is just much more noticeable with small models. But this will be fixed in the upcoming 8.40.