My Calypso Jr Ltwt has the blade slanting towards one side when closed. But, it isn't loose. It is tight as can be on lockup. Mine does not rub the blade or tang against the side when opening. If it did, I'd be on the horn to the warranty repair office.
Spyderco knives in general have less clearance on the sides of the tangs than most of the other knife companies. It is fairly normal in the lockback knives, with no liners to have slight circular marks on the sides of the tang area of the blade from opening and closing the blade. But, it shouldn't be rubbing hard, or making much deeper/more noticeable marks on that side of the blade. If it is, then again, I'd call. If the blade is so loose when open that it rattles, then I think you should call about that too.
If it opens smoothly, and is tight upon lockup, and doesn't rattle when closed, I think you're good to go.