I've had a few like that in the past. Just one more reason I like to get better quality arrows. It's probably not the nocks, just slightly undersized arrows. A thousandths of an inch can make a huge difference.
I disagree with this entire paragraph. I will tell you why. My son shoots Beman Black Max and I shoot the Easton A/C Superslims. We both have experienced a few nocks being too loose, so much so that he had the nocks actually stay on the string at the shot and it wasn't due to the serving being too large. I simply bought a new dozen nocks and took care of the problem. Bad nocks, not bad shafts.
By the way, those nocks are supposed to be tight so they don't turn easily by hand.