There are 3 classes of thread fit 1A, 2A and 3A for external threads and !B, 2b and 3B for internal threads. Ideally, something like adjustable push rods would have a class 3 fit. That is the least amount of clearance. Although class 3 fit may be harder to adjust. (I'm no expert) I'm guessing that some of the cheaper push rods might be class 2 or even 1. Might be a good idea to research this when purchasing. The lock nuts should tighten this down some but maybe not enough to make up for thread "wobble". If the locknut had a better class fit it might make up for the slop in the theaded rod.

 

96roadking is correct about thread fit. If the pushrod is crooked after you tightened perhaps the bottom face of the pushrod was machined slightly off, that would allow the adjuster to go off center.