Is it really a problem?
It might not look right, and it may wear into the bridge a little over time (no worse than filing a groove in it). But my guess is that it's only putting a very slight bend in the string (it must be pretty close unless something is way out of whack).
That part of the string shouldn't be moving anyway, so the only issue - aside from how it looks to you - is whether you get a good clean sound on that string. As long as it doesn't rattle in the saddle, and you can intonate it properly, maybe there's nothing to fix.