Tough call, but if they didn't advertise it as damaged then either they lied, or it was damaged during transit?
here is a shot of a E5620 (ES) sample i have on hand here. it defintely looks like an SMD was damaged on yours.
EDIT: also try looking in the packaging it came with and see if the piece is laying around in there
Edit#2 : the guy below says his worked with one missing.
See this thread about a similar issue same cpu socket type
Edited by dagget3450 - 6/11/16 at 12:51pm