I guess I got lucky, although I took an extraordinary amount of care in prep and assembly. I know it's highly unlikely that my Hiwin assemblies meet the published specs, but I can say that everything moves the same, whether individually, loose or tight. I know, because I checked it as part of my assembly setup checklist. Movement was the same in all circumstances. Stiff, but consistently smooth. Perfect? Probably not. Close enough that I cannot detect any difference? Yes. I attribute some of my success to my design and the care I took milling the extrusions for square ends and for length. I would have milled rail mounting surfaces, but my mill isn't even close to large enough for that. Also, there is no practical way to take a bolt together machine to an industrial mill. Too many opportunities going and coming to knock the frame out of alignment. Too much to go wrong. Welded steel is a completely different matter.
Morale of the story: If you can afford it and are willing to part with the money, buy a welded, stress relieved and milled CNC. I can afford it, but am not willing to part with the money at this point in my retirement. So, I either accept the compromises inherent in my decisions, or I forego a CNC altogether. I chose the former, which is apparently a choice you would never make. Good for you for being able to stick to your principles. I wish we were all so lucky.
Gary