OK. That's not technically a Cane Creek headset. It is a VP Components headset designed with technology licensed from Cane Creek.

It is also an "integrated" headset and thus there are no cups to press.

In the second picture, it does look like something isn't sitting right. The spacers at the front (where you've got the big gap) are pressed tightly together. At the back, the spacers look like they aren't touching each other. I'd guess that the cartridge bearing isn't sitting squarely in the head tube.

Take the stem off, take the headset apart, and see if you can find the part that isn't sitting square.