Barrosm,
If you just bought this cue brand new, the pin's not bent, it's not installed correctly. You didn't state what material the pin is but if it's stainless steel, it won't respond to heat as does carbon steel and 'straightening' the pin will only compound the problem. As 'Snap9' stated, any heat above 250 degrees will cause the epoxy to break down.
I wouldn't recommend using heat on this pin for any reason other than to remove & replace the pin. Once the pin is out, the hole will need to be redrilled & tapped because that's where the problem lies. The hole is not true to the centerline of the cue. The bigger concern, for me, is that this pin scenario may be indicative of the quality of the rest of the cue. In other words, this may not be the only problem you're going to have with this cue. I'd be demanding a total refund. No reputable cuemaker would have ever let this cue out of his shop.