That's a weird one, the damage should be in a regular pattern if there was a fault in the retaining arm/fixings, but frankly, that's too much damage just to be a slip in installation either.
I must say that I (like probably many others) just installed my new Sandy Bridge CPU with impunity! I chucked that little cap, lined up the CPU and cranked the retaining arm in one fell swoop, if I had any ideas that a slightly wonky fit could cause pin damage I would have probably been a lot more cautious, and probably increased my chances of causing similar damage!
At the very least get the motherboard returned under RMA to get the thing back to ASUS. While from the pictures it cannot really be said if the CPU socket was defective, ASUS would be able to test it to see if there was an issue there or not.