The regex doesn't match because it is only looking for a single space between the "rsyslogd' and version number string. I'll file a bug to update the script to take into account instances like yours were the line contains two spaces between the "rsyslogd" and version strings.
In the meantime you should be able to correct it by editing line 127 of setup-linux.sh and changing it from:
sudo bash setup-linux.sh -s nagios-logserver -p 5544
Detected rsyslog 8.2001.0
Detected rsyslog work directory /var/spool/rsyslog
Destination Log Server: nagios-logserver2.stil.dk:5544
Creating /etc/rsyslog.d/99-nagioslogserver.conf...
getenforce command not found, assuming SELinux is disabled.
rsyslog configuration check passed.
Restarting rsyslog service with 'service'...
Okay.
rsyslog is running with the new configuration.
Visit your Nagios Log Server dashboard to verify that logs are being received.
sudo bash setup-linux.sh -s nagios-logserver -p 5544
Detected rsyslog 8.2001.0
Detected rsyslog work directory /var/spool/rsyslog
Destination Log Server: nagios-logserver2.stil.dk:5544
Creating /etc/rsyslog.d/99-nagioslogserver.conf...
getenforce command not found, assuming SELinux is disabled.
rsyslog configuration check passed.
Restarting rsyslog service with 'service'...
Okay.
rsyslog is running with the new configuration.
Visit your Nagios Log Server dashboard to verify that logs are being received.