ALL of mine do it. You need some pressure on the blade to actually feel the play you are talking about... I find it somewhat necessary to engage the lock fully of you ever see the knife taken apart.
I made a quick photoshop showing what I mean....
If you look at where the arrows are pointing, you are experiencing the play there. Now a little bit of play as far as I am concerned is insuring your lock is engaging as full as possible.
Now think if there is zero play. It would mean those surfaces are mating completely, which in turn means that the lock is engaging as far as those surfaces allow, stopping the lock from going into the blade "keyway" all the way.
Sorry if I lost all of you. If you are having trouble understanding let me know, I will try to explain differently. All my spydercos are like that, no worries!