Absolutely normal. The first thing to consider though is whether or not this is causing you any trouble at this point. If it isn't, then don't try to fix it.
The motion can result from two things. If the mount has never been disassembled, then it results from the space between the worm and ring gear, i.e., backlash. It may be possible to adjust the spacing in order to minimize it, but it's likely that you will never eliminate it with a static-mounted worm system like this. If the mount has been disassembled, including the worm assemblies, then the movement may be caused by backlash or it may be the result of endplay in the worm. Endplay occurs when insufficient preload has been applied to the worm bearings so that the worm can side back and forth in the housing. This looks just like backlash but cannot be adjusted out in the same way. However, from the factory, too much preload is always applied such that endplay is never an issue.
The only time this type of movement is going to be a problem may be when guiding since the gears will take much longer to respond to direction changes. If you are not imaging and guiding, don't worry about it. If you are, then the first thing to try will be the backlash compensation adjustment available through the hand controller. If that doesn't work, then you have to start looking at making physical adjustments.