No not when turning or going down the road. But with a strong side wind the inside top would rock in about an inch or so. I adjusted the vertical bolts on the very outside of the undercarriage and cured the problem. Loosen the jam nut and lower the bolt about 2 turns on both sides to bring the top in closer to the frame. Check for fitment along the top of the slide on the inside. Might need to adjust each side a little differently? In my case that brought the inside top tighter against the wall and seemed to cure the wind problem. Cold drafts was another problem this caused too. I would say your slide is out of adjustment.
Oh, I have a 2015 Tuscany 40DX.