If it's easy to return, I would. If you have to go through ASUS RMA, wow, that's a tough call. Been there, have felt that pain...
Personally, I'd get out a hefty magnifier, a couple good lights, and my dental tools. Make sure it's not a piece of lint or something first. If it really is a bent pin, some careful work with a tiny hook might help, but you're just as likely to break the pin as actually fix it.
Good luck, whichever route you take!