My saw is the same way. I used to think there may be a problem too, but I have had it over 10 years and it is fine so I figure it needs to be that way. When you tighten the tension, there is no longer side to side play.
I had to fight the urge to 'fix' what wasn't broken, so unless I hear anything different from any one else here who knows of a reason it should not do that, I invite you to join me in leaving it alone.
I don't know about you, GB, but more times than I care to remember, I "fixed" something so well I had to repair it. LOL
Glad that you asked the question though. I will be interested in the other responses from other DW users.
Sheia