It is normal. A Dan Wesson has a spring loaded ball in the rear of the cylinder to help keep it in place.. The lockup on a Dan Wesson is imo of the best there is. The guns are proven to be able to digest max loads constantly as well as having superior accuracy as has been shown in silhouette competition. Bottom line I can understand someone being concerned because that kind of play is usually bad. On the Dan Wesson it is part of the design. The best place for Dan Wesson knowledge is:
http://www.danwessonforum.com/ A very nice group of people hang out there.