That is the way the vent is supposed to be .I have the MES 30 and that is how the vent is closed .I also noticed you bought the
Masterbuilt cold smoker kit .Good choice .Could have saved yourself $10.00 buying from Bass pro. No big deal . Don't know if you saw the posts about running it without it plugged in and not using the hook ,which is a pain to mess with . There are a lot of people on this site that are sold on the
AMNPS ,but looking at where your vent is you have the gen 2 MES and it won't stay lit in that .You are much better off with the
Masterbuilt cold smoker attachment,regardless of what you might read here . Very versatile ,you can use chips ,pellets ,split chunks and broken up lump charcoal . It is almost a must have with the MES Gen 2. Have any questions just ask . Hope you don't have temperature problems like I have . I have been using MES mainly for cold smokes ,Kamado for the heavy lifting .
PS you do want to run your MES with vent wide open .