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First question is whether or not the axle was properly installed & torqued. New bikes in particular, may or may not have been assembled fully properly.
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Or, if you removed the axle for any reason, did you torque it properly.
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Threaded connections like this can and do come loose from vibrations and such, if they have not been set to a proper torque for the application. Yes, there could be a “problem” since anything is possible, but a loosening of that axle is not an indication of a problem until your rule out the initial question of installation.
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I have personally experienced loose axles on occasion, as well as seeing and hearing about them from others (Jonathan’s 1st lap at 24HOOP) that are simple install errors.