I wouldn't worry, it's common for people to think thermal paste is designed to sit between the heatsink and the top of the CPU to provide better heat transfer. In fact the thermal paste is designed to fill in the tiny grooves that are on the bottom of your heat sink and provide uniform heat transfer by filling in any air pockets.
As long as no thermal paste was rubbed off you should be fine.
As long as no thermal paste was rubbed off you should be fine.