No. This is normal and won't damage your Ploom X Advanced device.
When you insert a Mevius tobacco stick into your Ploom X Advanced, it gradually gets pushed deeper as you use it. This is totally fine and the stick being pushed in won't damage it or your Ploom X Advanced, unless you force it into the heating chamber.
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GOVERNMENT WARNING: THIS PRODUCT IS HARMFUL AND CONTAINS NICOTINE WHICH IS A HIGHLY ADDICTIVE SUBSTANCE. THIS IS FOR USE ONLY BY ADULTS AND IS NOT RECOMMENDED FOR USE BY NONSMOKERS.