I've not seen a cassette that doesn't do this, IMO they all do it to some degree as the cassettes floats on its bearings unless the pawls are engaged. Some say it's by design perhaps to aid with gear changes etc. I used to have £2000 road bike with custom built wheels that used to do the same thing, it never caused any trouble even after many thousands of miles riding. Unless it's causing specific issues I wouldn't worry about it.