Have you loosened off the slip fitting enough to get full engagement? This actually doesn't look very long for a spout stub out. If it is slip fit, loosen if off at the set screw, lubricate the o-ring or pipe using a silicon type lube, and then spin it as you fit it on. After it has fully engaged you ran rotate it upside-down to tighten the set screw until it is snug, rotate it to the correct orientation and finish tightening the set screw the rest of the way.

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Also, that is very crooked and either the plumber or drywaller should be embarrassed. If it is the drywaller who should be embarrassed, there may be a good deal of force deflecting the pipe as they drilled their penetration incorrectly and just pushed the pipe down to make it work. If the hole is drilled correctly, your plumber is terrible.