I would be, she's lacking pigment. Has she reduced her price because of this, I would. I'm sure you were told it would come in. You have to be prepared for the fact that it might not.
Here is a quote from a sticky at YT
The newly-born Yorkie has a nose that is mostly gray, showing a small amount of pink on the edges of the nostrils. The nose should be a dark gray at around 21 days and definitely black by two months. It is very unusual to see a mismarked nose in a Yorkie and it should be considered a very bad problem.
http://www.yorkietalk.com/forums/showthread.php?t=16045
Hope this helps,