I had the same issue for my 25mm CNC.
It is most likely to be a 3D printer issue (not well calibrated).
what you can do is to use a heat gun to soften the plastic, then close it a little bit more by hand.
That’s how I did it, it worked out fine.
An other way I used too, for the middle rails, was to put heat shrink all around the 25mm tubes. I was afraid the heat shrink would be damaged very fast because of the bearing rolling on them, but I’ve used the CNC for more than 10 hours and I don’t have much sign of wear, so it seems fine.
If you don’t feel confident in any of those techniques, then the only right way would be to calibrate your printer properly, then re print everything.
You really don’t want to have any play in your CNC, it will mess up everything and you’ll end up having poor quality jobs.
Another suggestion: use only PLA for the structure, it is stiffer and less prone to warp. Avoid mixing materials since they don’t have the same properties, at least for the important structural parts.