no worries... you could use it as a female header, with pin access on the other side, or the opposite, if for some reason that was what you were after.
... angled headers are yet another option, which can lead to some head scratching, but useful in the right context.
so, yes, loads of options, none really wrong, but I'd say what comes in the adapter kit, which obviously mimics the pre-soldered option found atop other Pis models, is the least likely to lock you out of repurposing the Pi at a later stage.