I believe that the OP is asking whether the branch circuits from the add-on panel are allowed to pass through the main panel on their way into the building. It's a question that needs a definitive answer, as the HI crowd likes to assert that this is a violation.
Not a violation
As for some other issues ...
-It looks to me that the OP did run both his 'hots' and his neutrals through the same nipple, with the feeder going through the lower nipple. Looks good to me;
-I have an issue with the PVC nipples between the two boxes; there's no bonding of the add-on panel;
There's a green EGC run with the feeder in the bottom nipple
-The add-on panel needs to be treated as a sub-panel, with the ground and neutral separated and a ground buss;
(On closer examination, it looks like the OP did address these later two issues as well).
Regarding the offset nipples and hubs, I am not sure that they have straight threads. If they did, I don't see how the one in the picture could have been so completely seated in the hub. I do wonder about just how water-tight that rigid coupling is ... and my PoCo's specs say 'no couplings in the service mast.' Yet another reason I started hanging my masts from 'thin' strut.
That mast does look small; again, my PoCo specifies a minimum 2" mast. The only time I've been allowed an exception was when the existing mast was within a solid brick wall. The mast in the pic looks like 1-1/4" to me.
Looks like 2" to me and not sure if this is even being used a mast since the OP never mentioned it.
I'm also a bit unhappy with the generous use of 'skinny' breakers on a new install.
A personal preference of course.
Oh, and don't forget the grounding buss on the outside of the service, for the low voltage guys to use!
It's right there under the panel on the left!