Re: Should I be concerned?
No. Stay out of them another week. If your swarm had a virgin queen with it, it's normal in my experience for her to take 7-10 days to start laying.
Here's a clue to look for. Look for one or two frames with nectar being stored around the outside edges of the frame, where the others will have nectar being stored all across the frame. If they have one or two frames that have open, clean cells in the center of the frame, they're getting them ready for the queen to lay in when she gets finished mating.
I have seen this multiple times. This week in fact. Twelve days after I hived a swarm, I found eggs. On my first inspection at 7 days, I saw no eggs, nectar everywhere and the bees were pissy. All indications of being queenless, but it was windy the day I checked them so I did nothing. I decided to give them another week, instead of adding a frame of brood and when I checked them yesterday, they had cleared a brood area on 2 frames and one of them contained a solid pattern of freshly laid eggs. I also found the queen doing what queens do.
The more I learn about bees, the less I know.