Saying that a wobbling freewheel is not a problem is irresponsible. Of course all of your bicycle sprockets should be operating exactly parallel to each other for maximum reliability and efficiency. It is easily and entirely possible to manufacture components that will perform as designed, but it is the nature of corporations to get away with whatever they can to maximize profits for shareholders at the expense of functionality and reliability of consumer goods.

I have seen bicycle freewheels wobble so bad they would be much more likely to not only throw chains, but wear them out prematurely. If they are that bad I get rid of them and find another hub which the manufacturer's workers or machinery accidentally produced closer to ideal. This is a common practice for mechanics and tuners looking for performance and reliability. For instance in motor-racing classes which have rules demanding the use of standard un-modified components, a top team will buy up a number of off-the-shelf cylinder heads and test them all on a flow-bench to cherry-pick the parts with the best performance because they were accidentally machined and/or cast closest to their ideal form.

Of course high-end cycle parts will generally be manufactured to a more consistently high standard than low-end or department-store bicycles. So the lower the quality of your bicycle or other consumer goods, the better a mechanic you have to be to get them into and keep them operating to their maximum potential. Good luck.