It's the rack and pinion design. I do vaguely remember reading about someone tightening up theirs. It involved shims and whatnot. I don't believe it was on this site though, so you will have to cross your fingers and google it.
EDIT: The good news is that since you're putting DROs on the mill (I had them on my hi-torque) the backlash is more of an inconvenience than anything as the DRO will measure absolute position, not the rotational position of the screw.