You are using their resistance to aid in roll stiffness. If they move around a little bit without twisting as the suspension moves, you have decreased their effectiveness. You may end up bending the bars a little bit before they start to twist. A little play might not hurt but you want them as tight as they can get yet still be free moving. You shouldn't be able to move them left or right but they shouldn't bind either. If there is nothing connected to them they should just fall down on their own just from the force of gravity but they shouldn't be so loose that they have slop in their mounting.