I was going to suggest you align them, but I decided against it.
YES THEY SHOULD BE IN LINE! (not to be rude... but...)
Just because the chain is pretty wide and it looks like it can take a little mis-alignment, it's usually best to get them in line.
For me, it was a very slight misalignment. on the rear sprocket, it is a flat chrome disc, and the teeth are on an outer ring that sticks out sideways from the main disc at about 1mm, this was how much my chain was out of line, so I flipped the rear sprocket backwards so the outer lip was inwards towards the wheel, thus aligining the chain that 1mm I needed.
Lift your bike, roll the rear wheel with your hand, see if the sprocket is bent, and while the chain is moving, look at it to see if its seated more to the left or right on the sprocket, this can help you decide if you need to switch it around.
My sprocket seemed to be bent like a patato ship, but just slightly, light taps with a rubber mallet fixed it.
also see if the chain is rubbing on the frame in any place. that can cause a sound that gets louder as you go faster. If it is, you can put washers between the skewer and frame to give the chain some clearance.