I noticed a misalignment between the two pulleys on a brand new Ultegra R8000 derailleur. It's less convincing on the photo than in real life, but still very much visible. I came across this discussion, where they start off with a similar observation, but switch to noise mitigation strategies pretty soon. I also came across this Shimano manual where the bottom figure on page 12 shows the bottom pulley at a slight angle with respect to the other one and the cogs, very similar to my photo. So while I've concluded that this is not a faulty part, I do wonder why they would design it that way. I would expect this to wreak havoc on the chain, compared to a perfect alignment, so what's the benefit?
PS: Both pulleys are firmly installed, don't wobble, and turn like they should.