You might consider getting a replacement.
I read that CDI was purchased, had some issues, but is getting back on track.
You might have gotten a furler that did not pass inspection, but was shipped because they had nothing else in stock.
If you want to fix it, then yes that track goes down into the furler, you have to pull the pin, set it all the way down, drill and re-insert the pin so that the track will not move in our out.
Once your sail is on, you will have tension keeping the track in the furler, so it does not really hurt if the track sits on the pin, but it could cause some entertainment while the sail is being put on.
https://static1.squarespace.com/static/ ... l+2022.pdf
Unfortunately the manual is not overly clear about the track going inside the furler.