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That's completely normal, doesn't matter SRAM / Shimano etc. I've measured the movement of many combinations of rotor and hub for play. DT hubs are actually some of the loosest, and Shimano's low end hubs the tightest.
If the rocking really bothers you, then I have experimented with coating the hub with a PTFE spray and then putting an epoxy between the rotor and the hub. Means you can still get the rotor off when it's cooked, and the hub stays clean.
Forking SRAM, looks like one my new Paceline rotors have a slightly out of spec CenterLock interface... So it rocks back and forth on my almost new ($$$) DT240 front hub. Emailed SRAM dist (ZF) and expecting slow response, immediately purchased couple of new DA rotors (because symmetry) from r2bike. Trying with XTR rotors from the other bike there's minimal play (but it's there) so hope the interface on the hub isn't all messed up in the meantime, but I guess that would be very hard in under 500 miles.