When a concave mirror is to produce a sharp image of an object, the image is formed at the focus. But an image is only formed at the focus by a concave mirror when the object is at an infinite distance. The sun is not at an infinite distance from the earth. Why, then, can a concave mirror form a sharp image of the sun at the focus?
There is nothing wrong or to explain. The image is imperfect, because the sun is not infinitely far away.
The next step would be to calculate how imperfect the image is (it will basically be a bit fuzzy) - and when you execute the math, you find that the errors are proportional to the ratio of mirror size to sun's distance, which is a very small ratio (for example, 0.1 meters mirror size / 150 000 000 000 meters distance = 0.000 000 000 000 67), so they are basically invisible (and below the wavelength of light).