You should always thoroughly examine a socket after removing the protective cover before installing a CPU. New board - If you see anything that looks questionable or sketch, I'd exchange or RMA.
Old board - If you damaged it, I'd use a credit card to try and repair.
That said, I have never received a new board with bent PINs. I have however received a board with damaged DIMM slots right out of the box.
The bottom line. Either the PINs came damaged, or you bent them when installing the CPU. I'm not pointing fingers or blaming. I've actually heard of other "BK" models coming with bent PINs from the factory. The burn in process is not 100% automated. I'd RMA and request another replacement. The "BK" models are harder to come by these days.