Did you design this connector schematic symbol/layout yourself, or was it a premade one? this kind of problem is common when you design the part with a different layout grid than the schematic you're trying to use it in. For instance, in schematics, you're usually using 0.1" grid and all your wires are snapped to it. If your part was designed with a smaller grid and then the finished symbol wasn't placed such that all the pins fell on the points of the default 0.1" grid, you get the type of problem you are experiencing, where the wires and the pads don't line up.
When I design the schematic symbols for new custom parts, I usually set the grid to 0.0125" (which is 1/8 of 0.1") and then set the "multiple" property to 8, so that the grid that gets displayed is 0.1", but I can still draw and position things on the finer 0.0125" grid; and then I can very easily make sure that I get all the connection points placed directly on the junctions of the 0.1" grid so I won't have any issues using them in schematics with default grid sizes.