The same thing happened to me. First set straight from China looked great but the fit was poor. Second set from the US looked like the stainless tubes were blems and the fit was the same(poor). After many attempts and cleaning off sealent, I made a jig of wood so I could practice without beating up my bike. You have to slide the tubes out of the Collector at different lengths, and at one point they will barely line up so you can force them in plus a little beating here and their, a real PITA. I kept mine and once their on they do look good and when they turn a golden color you don't notice the defects in the tubes.
Your lucky Dale makes a set in stainless for your 1250. Mine is a 02 1200 and his headers only come in steel. I asked him if he would build me a set in stainless and pay the extra but he said no.