I contacted the manufacturer to explain the issue and they strongly believe it's an isolated mistake during production, that isn't wide-spread. I suggested them to make the wire shorter to make it stay in place or manufacture the heatsink with a hole in it so it forces the wire to pass through.
Other than that, build quality seems high to me, it was the best I could find while staying affordable. That manufacturing issue is fortunately quite easy to fix I think, if they are willing to take it seriously.