EXACTLYMany reloading manuals tell you "before" tightening the lock ring to size a case and at the top of the ram stroke tighten the lock ring. This will remove any slop in threads and center the die in the press threads.
Another method is to place a rubber o-ring under the lock ring and this will allow the die to move and self center as the case goes into the die.
I use Redding competition shell holders that make hard contact with the die and Lee lock rings that have rubber o-rings.
There is a very good article in the Speer #9 reloading manual on how to setup your dies in the press and improve concentricity.
Bottom line, if there wasn't any slop in the threads the die would not self center and be aligned. And there is also slop in the shell holder that allows the case to self center in the die.









