Okay so I tried everything, either I'm doing something so wrong that I need to check my IQ, or something ain't right lol. I'm gonna try to show you guys what's happening with a video after these pics.
Here you can see the screw isn't in and the fit is tight enough that there's no room for adjustment
Here you can see that there isn't a gap on either side, it's pretty flush
It's slanted enough that you can slightly see the right sidewall when looking straight down
Here are the vids, youtube was being a pain in the ass so I had to upload it to streamable, apologies in advance. Keep in mind, both of these videos are without the screw in, literally just pushed into the hole.
In this first one you can see what's happening, I have the sight aligned straight, at least what my eyes see as straight, and as soon as it goes into the hole it slants left with no room for adjustment
https://streamable.com/bxmole
This next video is just me trying to adjust it with my fingers, using a decent amount of pressure. I'm just not using pliers because I don't want to break anything in case I need to exchange them. If I'm not using enough force or doing something wrong please tell me!
https://streamable.com/po9965
Basically, as soon as it goes in that hole it's crooked no matter what I do.