No, that is not normal. I would:
1) Take the screw out and clean the hole really good with a Q-tip and maybe use a toothpick to see if any gunk got on there and check it again.
2) If it is still loose....."I" would simply take a couple strokes with a file to the tip of the screw and try again.

You said it was just a little bit wiggly. Machining is machining and a few thousandths of an inch will happen every now and then. Doesn't sound serious but the play should not be there. This is much simpler fix that going through the hassle of returning it to the factory.

I would also call Ruger. They have been great to deal with in my experience. They will probably send you another screw. Just have your ser# handy.