This is not normal, the heat break (which is the cylindrical part between the nozzle block and the upper cooling part assembly is probably bent in your example) should be perpendicular to the 2020 guide beam (X-axis) so that the nozzle exit is exactly perpendicular to the (heated) platform.

You either received a faulty heat break, or too much force is exerted during assembly. You should contact the seller.

You could disassemble (after you contacted the seller) to see if the heat break is bent or something else is incorrect. Once you have the heat break out, you can measure the dimensions and order a replacement locally (for speed). It is advisable to have some heat breaks, nozzles, and even a heater block, heater cartridges and thermistors available as spares, these are pretty cheap to obtain through the regular Chinese vendor sites or auction sites.

If the heat break is bent, bending it back is not advised as this heat break easily tears open as it usually consists of thin walls.