Also make sure the bearings do not have alignment marks. Usually precision bearings do need alignment to keep them from fighting each other and wearing out prematurely.
I usually put a dial indicator on the end of the ball screw to make sure it is not moving in and out. That would indicate a bearing issue. If the ball screw has no play but the table does, the problem may be in the fit of the ball nut to the ball screw or the mounting of the ball nut.
George
(Note: The opinions expressed in this post are my own and are not necessarily those of CNCzone and its management)