Depending on how brave you are...
After you make sure that front swivel pipe is engaged up in the boiler and that it isn't bound on anything or bent...
I'd be strongly leaning (ha ha) in that direction. That pipe can be binding in the hole or it can be bent.
Failing that...
Loosen the screws that hold that metal strip on the bottom of the engine between the front and rear engine trucks. Do NOT run it that way and don't loosen them so much that anything comes apart. Just a turn or so. Just loosen them and then put it on the track and see if it stops leaning. I repaired one of these once. That strip can be troublesome. When the screws are tight, if it is tight on one or both engine trucks so they can't freely swivel and rock,
it will cause problems on curves and keep the engine from sitting level. I went nuclear on it and rebuilt that center strip with shoulder screws and some extra springs that allow all the screws to be tight will still allowing the strip itself to swivel freely AND be held level by springs around all the screws. After you post more photos and look at the front swivel pipe, I can post some photos of this.