Should I worry about a “Mist coat” that hasn’t been watered down?

As above, but to awnser your question, its really down to what paint was used as a basecoat? Some retail emulsion paints ( off the shelf diy store) are inherently thin in their consistency, and if that was what was used then its possible that it may have soaked into the plaster. The worst case scenario is that you have used a well known brand ( i wont mention.....woof) its full of bulking agents, meaning that it very thick in consistency, is under normal circumstances applied much thicker that is preferable, if used on new plaster this thickness of film gets worse, as the water in the paint is greedily absorbed by the porous nature of new plaster. In this case it may be ok for now but problems will stored up for the future, i.e when further repainting occurs ( thats the scenario all us decos face.....going to paint an ok looking wall but after application it blisters and bubbles because it was never primed/mist coated) also the blistering/bubbling is much more likely to happen in a kitchen or bathroom. So at the moment theres not a lot you can do apart from apply another coat and see what happens. If it bubbles and blisters you may be able to get behind the paint and peel it off like a skin. If it doesnt carry on but be prepared for future difficulties

yes you should mist coat fresh plaster and apply two coats at least then when dry apply two normal coats of paint on top for a great result. if you don't mist coat fresh plaster then there's a chance it could peel of the wall after time.

yes really because new plaster needs to breathe with a misscoat before applying it neat (straight on ) otherwise you could have bubbles appearing due to mo miss-coat

You do have to water the paint down but like a lot of people have answered some white emulsion paints are watered down a lot anyway so the worry should only come if the paint starts to bubble and peel