Yeah, with a 212+ in an HAFX I'd expect lower temps than that. Quite often people using heat sinks with the direct heat piping will forget to apply some paste to the sink itself to allow for the void spaces created by the heat piping- AND apply the normal bead / line (take your pick on favourite application that you swear by) on the CPU. If you look at your CPU now you'll probably find some bare spots on it, and wads of paste in the heat pipe / plate spaces.
Honestly? Stock I would expect your idle temps to be in the mid 20s. Also, if memory serves that MX-2 stuff is pretty old by today's standards. Do you and future overclocking efforts a favour and grab up a tube of some MX-4 or other competitive paste. (Lots of options).
Like the first response said under 40 is safe... but then again under 100C is considered safe... almost 40 degrees before turning the heat on sounds a bit on the warm side- warmer than average anyway. With that being said- your PRIME95 temps under load for what looks like an hour in the mid 60s doesn't sound bad... again- some with the same setup as you are pulling mid 60's temps at 4Ghz so I think there is room for improvement. Your comp isn't going to be the next Chernobyl... but it's worth a look.
Overclocked to 4ghz @ 1.272v with the same heatsink raised idle to 30* average and 65* load 1 hour prime load.
Overall only a 10* increase in max temps from a 4ghz overclock doesn't seem to bad.
OP I would take another look into your heatsink mounting. I was pulling 33* average idle on the stock Intel crapsink with stock paste.