Ideally get it on a tube tester to make sure there isn't some cathode/heater or inter-electrode insulation problems. Assuming not, and if it's supposedly NOS then it might well burn off over the course of a few hours/days. I have had this in some WE triodes and this is what has occurred for me. It took about 10 or 20 hours I'd guess, as the process went on they rustled only on start-up, now not at all, and now several hundred hours later they remain silent and sweet. If the sound is right, the tube looks about right ie no getter discoloration, burn marks on the anode, etc, and it isn't being used right at its design limits then I'd say keep with it for a while longer.
- - - Updated - - -
I should've added that if there is poor insulation or leakage then DON'T persevere with it, get a refund and/or bin it to eliminate the chance of it messing your amp up!