Hi Unkas, Welcom to GH! =)
This situation you describe regarding the alignment of the keys (or slight lack there of) in relation to the case is a common one across most if not all mechanical keyboards. Especially noticable or more common on the peripheral keys. I would not at all worry about it. If the keyboard has a slight misalignment or bias towards one side sometimes you can "shift" the chassis one way or the other within the case.
This is unlikely to work in your case (no pun intended) though. Many keyboards have this but many go unoticed, white or lighter colored keys and cases tend to show the issue more than fully black keyboards.
These sorts if issues occur because unlike most rubber dome keyboards which would only usually have to worry about the alignment of the keys in relation to the case, mechanical keyboards often have a case, switches, switch plate, PCB, and keycaps that all need to be in alignment. Not much room for any kind of tolerance slip up.
The only real options you have for potentially fixing it is to swap the arrow keys around and see if that does the trick, just to see if it's the keycap that is off (unlikely though). You could try unsoldering the switch and swaping it with another one. In the case of the die stamping for whatever reason the plate hole slightly off then you are kinda stuck with it.
Unfortunately it's quite likely the following scenario-
The key cluster section of the plate is stamped off center to the arrow cluster cutout in the case, AND the cutout is a tiny bit off in it's dimensions (less than 1mm). The up arrow cutout is biased slightly towards the left, making the keys seem even closer to the right.
As for getting the keycap out easier try and slide the keycap puller in from the left and not the top or bottom. Easy if you use an IC puller. If you use a wire puller just put in one side (left side) and pull up while stablizing the keycap with your finger on the right.
=)
EDIT: Oops, I took too long to respond, haahaa! Uber ninjad! =P
To the OP, you can close the thread yourself if you want since you created it. There are some drop down menus at the top right of your thread that you can use.