If it is giving you a rectangle and it is burning stuff easily, it is probably fine. Only you can decide if the "out of alignment" issue is irritating enough to risk breaking it or worth trying to send it back. Will it still do all that you want it to do (burn, pop, pierce the night, etc.)?
The interior of the laser has pretty tight tolerances. If it was significantly out of alignment, it shouldn't fit together. I can look at it for you, but we are dealing with international shipping, aren't we? It the irritation worth it?
Peace,
dave