As long as you aren't holding into expiration and more importantly not hedging something else with it you're right, it's a second order issue. It really bites you if you think you have a perfect hedge and you don't.
Actually I just wanted a pretty good hedge and got a not quite as good one when I first discovered this back in the day. Luckily it was a cheap lesson in both settlements and learning about what you don't know you don't know!
