The lead screw on my machine was slightly bent out of the box so the screw wobbles around at the top when it moves the Z-Axis up and down. I wasn't happy about it because there is no way it got bent in transit, it got through quality control at the factory. If that's what you're seeing it shouldn't be too much of a problem. If the entire linear guide rail is moving, then it would cause problems with the print because the platform would move around as the print progresses.
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RE: LD-002H Wobbly turn screw tower