To answer the question by the OP, no the front sight on a Modern Sporting Rifle does not adjust left/right. It only does elevation. Now, if the front sight tower/gas block was slightly canted during installation or the sight post isn't straight, that can cause you some windage problems. As to the unasked question, no the rifle isn't sighted in at the factory.

Could also be your trigger press. The idea is to have your finger placed so that the pressure on the trigger is straight back. The quality of the press can make a difference, a hearty yank as the sights wobble past the target can move the point of bullet impact a surprising amount.