I think you’re seeing the inherent rigidity of a large box-style machine: the frame distorts by that much.
A rectangular frame built from extrusions depends on the corner joints to hold everything in proper alignment, but there’s a huge big lever arm on those screws and angle brackets. As a result, the whole frame can distort very slightly as a result of the reaction forces from the motors.
Addional diagonal bracing, perhaps with tension cables, might stiffen it a bit, but the “wiggles” look to be on the order of 0.2 mm, which is already pretty good for a machine that big.
A somewhat different problem producing a similar amount of error:
So it may be as good as it’ll get.