I leveled my turntable before I started using it, but:
when I lift the tone arm by means of the lever the arm tends to swing out towards the edge of the record a bit. If it were truly level, would it not go nearly straight up (and down)?
There is also sometimes a natural pull, since there are magnets involved. It may not be enough to actually have a detrimental effect on your sound, it just depends - too many variables to make a guess.
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