Just make sure that your tube has s silvery coating on the top, not a milky white...
The color of the silver coating should look just like the coating in your other tubes.
If it is milky white, TURN THE AMP OFF and replace the 5U4 right away. The coating will turn from silvery to white if there is a vacuum leak and the metal getter flashing (this is what the silvery stuff is) oxidizes as air is let in.
The tube will fail very quickly if this is the case. You don't want it damaging anything else.
Rectifier tubes in general won't glow quite as brightly as power tubes will..
Hope this helps.