Tonearm Alignment Conundrum

I have recently installed a Hana ML into my Technice SL-1200G. I use a template generated from an application found on the Vinyl Engine.

In my normal procedure, I level the arm, adjust the arm assembly so that the stylus tip is in the same plane as an LP (medium thickness), apply a bit of down force and some anti-skate to align to the template. I balance stereo separation with an azimuth adjustable headshell, and then perform the final tweaks to tracking and anti-skate forces. I've been doing this procedure for many, many years.

The ML alignment was a bit peculiar. With the tonearm level, the (detachable) headshell is pointed down by a lot (using a clear acrylic block with level markings resting on the LP). I decided to level the headshell. The arm now definitely points down. Now, this is supposed to be a big no-no. However, since the stylus is attached to the cartridge body which is attached to the headshell, this is the proper way to perform the leveling. The arm can have all kinds of bends to it (with MOI implications, of course). The headshell is what matters.

The level-the-tonearm-step is the industry standard preferred method. I've used it for years. But I decided to break this paradigm for one that makes more sense.

I have not investigated the source for this issue. It might well be the fit of the headshell into the arm. If so, this implies that only the mounting area matters, not the entire arm, since every headshell cam be different (for an arm that has a detachable headshell, of course)

I'd like to hear other people's opinions and experiences are. Am I missing something?