Agreed. Ideally the Z-lead screw should be straight and perfectly aligned in the Z-direction. I think the fitment of the lead screw nut and Z axes bearings into the wooden parts of the Z-stage was the most demanding mechanical part of my assembly experience. I messed with the nut for a long time before I could find just the right position to get it to seat accurately. Also, fitting the Z axes bearings was the only place in the build where I had to sand or file any wooden parts, beveling the edges slightly to improve the fit of the bearings into their cavities. Afterwards, the bearings were cradled in good alignment with no slop and no "negative clearance" with the wooden parts (which results in gaps in the wooden parts stackup).
One reason the lead screw is not anchored at the top is probably to permit it to bend and deflect slightly to accommodate slight misalignment and non-linearity. The two thick and well-anchored (top and bottom) axes rods should keep the Z-stage tracking straight and "convince" the lead screw to follow a straight path. Well--maybe it's only one axes that keeps it straight. As I recall, the Z-stage arm on the other side floats.
It shouldn't be 'loose' at all, and ideally it will be aligned straight along its axis, so that the top doesn't wobble as it rotates.
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