I think I see what your talking about but it could be the power of suggestion. In any case, as long as the bearings have no play, I wouldn't worry about it. They're needle bearings so they tend to be self centering/locating. Unless you see a tilt at the headshell, I wouldn't worry about it. And if you do see a tilt at the headshell, that would be the place to deal with it.
The best way to check is with a mirror placed on the platter. Rest the arm on the mirror and see if everything looks straight, square and parallel. If it's off by a little, you may be able to rotate the headshell in the collet. If it's off by a lot, the solution is to loosen the screw(s) that attach the collet to the arm tube and rotate the collet.