Yes, Nema 23 max axial load is 15 N. This means -

For Z stepper motor:
This has to react the Z axis parts which move up and down - if 3 kg then this is 30 N down
When plunging / drilling into wood this is typically 60 N up (giving 30 N in the other direction)
Drilling holes repeatedly takes the force from +60 N to -30 N which will work those bearings
Machining with helix cutters will also apply axial loads (due to the helix) - up to 20 N from memory

For X and Y stepper motors:
These have to react the horizontal cutting forces which for wood can be up to 50 N

All of these loads are well over 15 N so this is why everyone is recommending that the leadscrew has it's own bearings.

I seem to remember that steppers can have a bit of axial play in them, even when brand new. This means that there will be positional accuracy limitations. Angular contact bearing blocks on the ballscrew can be tightened up to remove this.

The final comment to make is that the leadscrews are usually not perfectly round, plus it would be difficult to align them perfectly with the axis of the motor shaft. This means there will be fluctuating forces being applied to the bearings each time the shaft rotates.

Finish the machine, run it for a month or so and report back how you get on, what worked, and what didn't.

References:
http://www.motioncontrolproducts.com...tors.php?cat=1
(max axial load)

http://ac.els-cdn.com/S1877705812021...5afb04f23aa36d
(drilling force in wood 4th page)