I didn't mean to come off as offensive. All I am saying is that it is supposed to wiggle when you place the blade in upside down before tightening because is crooked, the whole idea behind a slant. How do you load a blade in yours? The proper way is to put the top cap upside down flat on a surface, place a blade in it, and tighten. Then you shave.
This comes up from time to time and you're right in describing how to load the blade. In this thread here, there is a response from Anne Rothstein at Dovo (Merkur) detailing how to load the Slant.