This, not a life-threatening issue but the extra snatch loads as the anchor hits the bow roller and then falls over to the correct attitude can do nothing for the integrity or lifespan of the windlass nor its shaft. Plus it can potentially cause damage to anything in the way as the anchor self rights.
Why the anchor arrives upside down has a whole range of mechanisms too many to elaborate on here. Many windlass makers recommend the use of a swivel. Strangely, people with swivels still complain their anchors arrive upside down, often 50 percent of the time.
We are not keen on swivels in the first place connecting the chain to the anchor using a shackle is still the best and safest way.
If you still insist you should have something to help the anchor to align with the boat's bow roller then use our Boomerang, it is simple, heavy-duty, and will not interfere with the anchor's behavior when setting.