I have a pair and so does my buddy. We both have a small play on all our pedals, its impossible to get away from. But with small I really mean tiny, its barely noticable.
The problem you describe I think is just because you havent installed and/or maintained them properly. The fact that the axles are tighten down on the crank means nothing. Basically the axle is a screw with a nut on it that tightens the body. If the pedal is tight on the crank then the nut is fixed to the crank, but it doesnt mean that the nut is tightened down to the body. What you need to do is to slightly loosen your pedal from the crank, tighten the nut to the body, then retighten the pedal to the crank.