If it isn't leaking don't worry about it. Some aftermarket manufacturers build the pipes to swivel a little. It takes about 2 days worth of labor and cussing the first time you swap your heater core.
The HVAC box under the dash has a channel built into it so if the core is leaking it will drain at the bottom of the firewall on the passenger side.
Or if your windshield fogs a little when you turn the defroster on you'll know for sure you have a leak.