Nothing to worry about, that's fine and the way it's meant to be. Allthough I admit it looks odd. It's for draining water from the bottom of the fuel filter. The pipe it there so the when the water is drained, it can be drained into a container or bowl.
2007 Mondeo Titanium X 2.0 TDCi
2007 307cc Sport 2.0 HDi 136
Gone but never forgotten: 2002 406 Coupe SE 2.2 HDi