The nasal pillow bulk should rest gently against the nostril. Only the teeny tiny tip of the inner cone goes inside the nostril and it shouldn't be touching anything inside the nostril.
Sometimes if we use a size to small of the nasal pillow it will try to climb up inside the nostril which brings part of the rim or bulk of the nasal pillow into the nostril and it hurts.
There's a fine line in adjusting where the nasal pillow is snug enough to not move around too much and not be so tight it wants to crawl up inside the nose.
I had this happen with the XSmall size. Once I went to the Small size it didn't happen again.
Use available software (hoping your machine gathers useful data) to see just how bad that leak might have been.
A little leak isn't the end of the world. https://sleep.tnet.com/equipment
MyAir is a ResMed website...just how much leak was it showing you?