When I initially bought the bike I sent in a warranty request to the shop too, but they insisted that it's normal as it's the same on every single one of their new bikes with this freehub. With this 2-3mm play, I've actually done 17'000km already without much of an issue, it might be messing up my shifting but it seems good enough so far.This video I took for my warranty claim better shows the problem (with the casette removed)
As you can see the hex bolt is fully tight and there's no play in the centre, but the outer casing is loose as hell!
Worrying that I'm not the only one to have the issue. I wonder if Shimano had a bad batch of freehubs.