New tubes biasing problems

I recently got a CJ MV60SE amp. Since I didn't know how many hours the tubes had on them I figured I will replace the power tubes. I bought a set of 4 matched Elextro-harmonix 6550. I installed the new tube set, and attempted to bias the tubes. I had one tube that didn't seem to bias in the sense that I couldn't get the bias LED to light up and than off by turning the bias pot. After further investigation I noticed that the problem tube seems to be significantly colder than the rest of the tubes. It would take much longer than the other tubes to warm up. And would still feel colder (to the touch) after a long period of warm up. The amp seemed to operate well, in fact it sounded better than with the original tubes. But I am concerned that this may be a bad tube. My question is - is this something that is expected to happen frequently when replacing tubes? if it safe to operate the amp with such a tube until I get replacement again? and is this considered a bad tube that the vendor should replace for me? As this is my first experience with tubes, your reply is much appreciated.