If the broadhead is defective then I'd return it. I don't think most alignment issues are caused by defective heads though. I'd be inclined to say most folks need a little more practice tuning the heads/inserts, straightening shafts, or making tapers even.
On the woods, sometimes you just can't get it perfect. Maybe the shaft was a little out of round, over or under sized, or you've filed the broadhead tip uneven. A variety of reasons. Anyhow, I tune it as straight as I can and shoot it. If it flies, it flies. If it doesn't it's usually the arrow. The ones that tune in to what I think are perfect become my big game arrows. Those that don't get blunts or judo's thrown on them.