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.
Bear with me if I ask a stupid question. Have you moved the offending tube to a different socket to make sure that it is the tube that is problematic and not the amp?

If it is the tube, the prudent thing is not to use it until it is replaced. Generally the EH 6550s are pretty reliable, but there is always the possibility that you got a bad one.
I agree with Viridian. Try the tube in a different socket and if the problem follows the tube, remove it. If it goes bad while the amp is on, you may do damage. I had the same amp. Its very easy to set bias and if you are getting the other 3 tubes set correctly, I can't see the problem being user error.

Other than that, its a great amp. You should be very happy with it.
If it is not the tube, I would guess that the bias resistor for that socket is bad....a hassle, but a simple repair
Put the original power tubes back in and see if they will bias properly(if you haven't already used the amp with them). If it turns out to be the new tube; YES- the provider should most definitely replace that tube, with one that matches the rest of the quad. With a fixed bias amp(such as yours); a closely matched quad is a necessity. You may have to send all four back, so another can be matched, or the whole set replaced.
Thank you all. I did move the tube to a different socket and the problem moved with the tube. And I did re install one of the old ones and it all worked well. So I am now going to order another matched pair. BTW, is it safe to operate with 3 new tubes and one old tubes? (all tubes seem to bias ok. Thank you again for your help.
Yes, you shouldn't have any problems using a different, working tube until you get the replacement.