After I looked more carefully at the parts I found one rail was strange, it seemed like it was slightly more narrow at one end because regardless of the bearings used, it was tight at one end and sloppy at the other. So it isn't the bearings so much as a strange rail.

I sent a short video to the guys at CNC 4 U and they called me back to say they are checking their stock and if others are okay they will send me a replacement, without me even needing to return the duff one.