So I put the machine back together and there is definitely a problem. That axis is super tight. I am wondering if the following might be the issue:
When I put the nut on the screw, there were white threaded plastic pieces on each end. I think one went in a bit crooked (its set screws were tight as I put the nut on) So I backed off the white pieces' set screws. The pieces spun up and down nicely. So I spun them back down into their recesses (not tight) and tightened the set screws. But I wonder if, in putting the nut on with the white pieces set, I managed to crowd the balls, and if so, if reballing it would fix the issue. I am reluctant to do this unless necessary, though, as I am such a novice. Thoughts?