This video shows how a bearing is fit into the housing, and once the block is attached to an extrusion, there is still room for the lead screw to be tilted.

If you find your lead screw nut binds in a certain place, just slightly adjust the position of block. This takes some time and carefulness.

Don't use a printed shim inserted between the pillow block and the extrusion as the plastic shim weakens the structure and you don't know when the shim degrades.