Definitely not normal. That knob slides directly onto a knurled metal spindle of the potentiometer. It should fit and hold firmly. There could be two problems. Either the potentiometer itself is loose where it should be solidly mounted inside the box or the plastic “female” portion of the knob is broken/defective and not gripping the potentiometer spindle correctly.
I’d say that if you can control the volume correctly, even with the wobble, then it’s a case where the box needs to be opened to check the potentiometer mounting. You can’t do that from the outside. Unfortunately, that would mean Naim service center…Good luck.
aristoweb, I hope your knob is repaired swiftly so that you can use it again and I would recommend that you touch your knob more gently in future. In kindness, DA
P.S. I hope you have found the double entendre to be humorous.