The align enviroment always starts the second column (and all even numbered ones) with an empty object, because usually one starts these columns with a relation symbol and the empty object guarantees correct spacing.
The math mode spacing rules, however, tell that between an ordinary symbol (the empty object, in this case) and an Inner atom (the subformula delimited by \left and \right) a thin space is inserted.
This is a good example showing why \left and \right should not be used in general, but only when they really serve a purpose.
There is a workaround, anyway:
\documentclass{article}
\usepackage{amsmath,mleftright}
\begin{document}
\begin{align*}
&a=b\\
&\mleft(a\mright)=b
\end{align*}
\end{document}

This is however not a good reason to use indiscriminately \mleft and \mright. For instance,
\[
\mleft(\sum_{i=1}^{n} a_i\mright)
\]
is significantly worse than
\[
\biggl(\sum_{i=1}^{n} a_i\biggr)
\]

\leftand\rightthere; it's a good example of why they should be used only when necessary. Can you give a more realistic example? – egreg Jan 12 '13 at 18:49