The check should have been made payable to a traditional IRA for your benefit so that you would not have been able to divert the funds directly to a Roth IRA in disagreement with the Form 1099-R that the 403(b) would eventually be providing showing a zero in box 2a. However the fact that the money was deposited directly into a Roth IRA does mean that it qualifies as a direct rollover to a Roth IRA despite what the Form 1099-R is showing.
Given that the 403(b) did what you asked, they are unlikely to issue a corrected Form 1099-R showing the taxable amount in box 2a, but you should probably try to get them to correct it. If they decline to do so, you'll should submit a substitute Form 1099-R (Form 4852) showing the taxable amount in box 2a (the amount in box 1 minus any amount in box 5). This will require you to provide explanation and to paper-file by mail.
