The heatsink IS seated properly, under load it gets hot. ....
A not-quite-properly seated HS can also get hot under load. The only way to verify if the hs is seated properly is to make sure that a) all four pushpin tops are turned completely in the direction opposite their arrows and b) look on the bottom of the mb to see that all four pins are all the way through their holes in the MB.
The symptoms you report are typical for a not-quite-fully installed hsf.