Zak,
Keeping the XLR males of Gefell and Neumann/Berlin mics somewhat loose in their barrels makes sense, and is actually done on purpose: only the ability of the mic's male XLR to move back and forth makes consistent, perfect mating with the cable's XLR female possible.
If XLR males were mounted rigidly in mics without any play, their female counterparts would not be able to always make smooth, effortless connections with them, and males and females could not line up perfectly. In addition, if you had a rigidly mounted male, the friction on the plated pin surfaces that mate would wear down the plating faster, and connections would suffer. Premature wear of contact surfaces would happen even faster when XLRs of different brands and manufacturing specs and tolerances were to be mated. (As an example, there can be connectivity issues between Switchcraft and Neutrik XLRs.)
Usually the mounts of female pins in most types of audio connectors provide the necessary play for perfect alignment with their male counterpart, but on XLR females the play is minimal and limited. Especially in applications that see a lot of connections (i.e. mics), that' little bit of play is just not enough to make do without mic manufacturers' additional measures to prevent premature wear through providing some play.