After having the sigma 150-600 for a couple of days on rental, I've noticed that there is a slight amount of wiggle present when the lens is mounted to my D810.It rotational only, and is maybe about 1 mm maximum...I tried it on my D7000, and that issue exists with that camera also.

My 70-200 VRII does have a little rotational play, but not as much..smaller lenses like the 14-24 and 24-70 seem to be rock solid.

I've probably got about 60-70 images so far with the Sigma lens, and have not noticed any issue with IQ.

Is this normal behavior?

I have noticed the 70-200 vr2 that I have has a little play as well. It doesn't seem to negatively impact things.

D7100 for reference.

If it's rotation only, no big deal as long as it maintains connection.

I wonder if it's a Sigma thing. I've run my 70-200 into the ground and it got to the point that I thought the barrel was going to fall apart. I ended up taking it to a local repair shop and they fixed it. I ended up having to send it back to Sigma anyway for a firmware update so I should've let them do it all. It's been great since, though.