Only things that come to my mind are:

1. one of the bearings is machined out of true in some way, very, very unlikely.

2, the board you are using either as a table or an alignment tool is not perfectly flat and has a twist somewhere on the face, that would be favourite.

It's partly because of theory 2 that I decided to go with PVC plate rather than MDF as I've found it warps in the damp atmosphere here. Not had any alignment problems at all.

Does it happen regardless of which bearing is the last to be tightened i.e. can you tighten three and it locks on the fourth? It doesn't take much of a twist to lock up a bearing tight and it may not easily be visible.