If it's just open about the size of a quarter, and everything else seems OK (3.5 weeks in, darkening, sticky and eating) then hopefully it's not too bad. My new one is doing it too. I noticed that after I was able to get it to ingest some food that it closed up.
My older ones don't really have their mouths closed 100% of the time either. Sometimes those little purple hook things stick out, sometimes not. I guess it's normal to not have the mouth closed tightly all the time. But this open mouth right now is probably an artifact of it still settling in.
When can we ever stop worrying? I'm not real sure.
Hopefully the overall picture here is the real indication here, and from the other things you mention I think it's not bad.
They really are dependent on flow. The first day mine became super flacid until I had put a surging flow aimed close by to the anemone (not right AT the anemone), and it perked right up. Did you see Drew's post about putting his Vortech on "wave pulse" mode?