Should I be worried?

The router is adjusted left and right by the eccentrics that the router mount is attached to. I do not have a Pro XXL so on other Z axis the front to back is usually done with shimming the router mount with shims made of either aluminum foil folder up or brass shim stock. If you shim the top of the router mount that points the router further to the back and if you shim the bottom of the mount it points the router further towards the front.

On the Z-Plus they call the router mount the EZ Tram Plate

Here is a picture with a red circle around one end of the EZ Tram Plate. You slightly loosen the 4 bolts and I think the bottom two have the eccentrics.

The simplest way to tram the router is with 123 blocks. With a dial indicator you can also tram the router if you have one. The problem with a dial indicator is you have to mount it on a base and then move it side to side. If you have two mounts and two indicators you can use them. Another method is a dial indicator mounted in a holder that goes into your router collet and you spin the dial indicator around in a circle to get the router trammed up.

Also see this article from the forum for a home made dial indicator mount from @Julien

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