absolutely no doubt about it!!! I have four pairs of Shimano pedals (three Ultegras and one 105), and they all do it, much more so on the left than the right. This has come up only a few times on other forums.

I don't think it's as much as 2mm, but it feels like it when you're mashing

It happened with all my pairs, when brand new (and still now), and with brand new cleats. I hate to sound like a hero, but people who don't have this problem either never pull up hard enough, or just got lucky.

Doing them up WAY tight gets rid of some of it, but then it's VERY, VERY hard to get your foot out of the pedal

I hate to say it (and this is a bit 'rustic'), but I ended up wrapping some gaffer tape around the front of the pedals. At first I super-glued a thin strip of plastic to the pedal body-cover (about 0.5mm thick), but then I saw a guy at my local shop with the same problem who used the gaffer tape

I thought it was my shoes at first, but it wasn't.

By the time I realized what was going on, I already had 3 pairs of them, so it's a bit pricey to change them all for my four main bikes, although I will some day. Other than than, I like some things about the pedals, such as the float is not too slippery, the release tension is easy to adjust and has a very broad range, the platform is big enough, and the rubber knobs on the cleats give a bit of grip when I put my foot on the road -- some Looks (for eg) don't have rubber on the cleats.