If it sounds 'great', everything is ok?

Of course we will try to overcomplicate this. But I think that’s a fair rule of thumb to simplify the 1-million-variable complexity of vinyl setups: if is sounds really good, it probably isn’t too far off the mark on anything. Maaaybe VTF and anti-skate can get into "you shouldn’t do that" territory without being overtly audibly bad. But VTF is super easy to check & re-check, and anti-skate should be applied sparingly. 

You might add some conditions, too:

• Does it remain good across the whole record surface, especially inner grooves?
• Does it retain clean playback at loud SPL (exposing feedback and rumble issues), assuming the owner chooses to enjoy those levels? Boy has that one bit me lately lol.

I got a new Fluance RT85 a few years ago that sounded obviously "wrong" on first listen. There was a significant Left / Right imbalance, plus additional sonic problems, almost like the channels were a bit out of phase. Then I looked at the headshell, and the factory-installed Ortofon 2M Blue was clearly mis-aligned in the shell: it had a significant offset angle deviation, when the cantilever was straight. Squaring it in the headshell 100% fixed the sound. I forget if I even bothered to verify alignment on any of my tools lol. It still sounds good to this day.

A clear sigh of Audio Neurosis.

Stay off audio forums and enjoy listening to your LP’s.

Get a considerably better table setup/phonostage to hear a significantly "greater" sound.

If you're happy, you're happy. That's probably a truism or some egregious and simplistic error to philosophers, but I'll stand by it.

The only problem comes along when you want to compare your sound (and thus, your happiness) with that of others. Then it all gets complicated.

Many, many more of us (I include myself) should stop worrying and learn to love the bomb just enjoy what we have. Otherwise, there will be no peace in our lives, and more importantly, less appreciation for the music we could have enjoyed.

Having over the decades occasionally found that I had been happily listening to a system that was later found to be out of whack in a major way, I would say the short answer to the OP is "no".  But some imperfections of set-up or function are OK to leave alone.  Or, don't worry; be happy.  As time goes on, you will chip away at what you have in search of the elusive quality known as perfection.  They say Michelangelo could "see" his images even in a virgin lump of marble.

You don’t know what you don’t know. It is likely it could sound better to you. Hence, experimentation with your system can be beneficial. It starts with basic setup then goes to interconnects, vibration control and spreads out. Turns out there is virtually always gains to be gotten.