Nothing. This is normal, the aluminum cap is large and heavy so it's wobbly. This is more or less the same for all the units. As long as the encoder works smoothly and there's no physical contact with the front plate, it's all good. This behavior may vary as the used encoders have different deviations. This isn't anything adjustable (yet the Allen wrench/hex size is 1.3).
IMPORTANT: The encoder parts are subject to wear as a result of the high force applied to the knob. To minimize the risk of damage, avoid pressing its edges!