What if the lecturer is not rigorous? I study mathematics as my major subject and theoretical physics and statistics as my minor subjects. I found that, sometimes in physics or statistics lectures, the lecturer makes mistakes, like forgetting to prove that a series converges, or computing multi-dimensional integrals by using only one path. Once I spent three weeks to find a correct reasoning why one particular series converges. Should I say anything about these mistakes to the lecturer?
In physics we deliberately do not prove the series converges, because we are not interested in teaching concepts like convergence.  Physics courses are not intended to be mathematically rigorous.  It just is not one of the goals.