I bought a set of Tacx replacment 11-tooth jockey wheels to replace a broken lower pulley on a Deore 9sp RD.

After inserting the correct bushings to match the size of the Shimano fixing bolts, I noticed that the Tacx upper jockey wheel had no side-to-side float whatsoever. In fact, other than having "Upper" stamped on it, the jockey wheel appears to be identical to the lower wheel in every way. My understanding is that the upper pulley needs to float a bit to allow good shifting. The original Shimano upper wheel does have very noticeable side-to-side play.

Has anyone else noticed this issue with Tacx wheels, or did I get a bad one?

Fortunately the existing Shimano upper wheel is still in good shape so I left it in place, and only replaced the lower one.

Float is an aid to reliable and quiet shifting if the jockey pulley isn't positioned EXACTLY under each cog and if the cog spacing isn't precisely the same for each jump. It is possible to get good shifting without the float but it's a lot fussier to set up and keep in adjustment. As you've discovered many aftermarket pulleys don't provide that float.

If.. the 2 sleeve bushings that go inside the bearing, if they, combined, are wider than the bearing thickness

then the whole pulley can slip sideways ..

There were some extra sets of bushings made and packaged
with the Carmichael Sealed bearing pulleys I got 20 years ago
(friction shifter and 7 speed freewheels, float was un needed)

a bit of clever machining can make something similar .. in aluminum, Or ..

Just a short piece of metal tubing the right iD/OD and some flat washers,
with the right size hole , can serve the purpose ..

a slip bushing, inside the bearing ID, over the bolt that holds the pulley cage together
and the pulley in between .. a bit wider than the bearing itself..

so you can create the desired float .. though they may not be made out of the box to do so..

I've used two sets of the tacx jockey wheels on two different bikes with Shimano and the lack of float seems to make no detectable difference in shifting.

Yeah. No significant diff in my opinion either. SRAM has no float beyond the inherent small amount of bearing wobble in both jockey wheels.