Yes, it is a mechanical issue. One of the axis is not at 90 degrees to the other. Most likely the beam (gantry) is the problem.
It can usually be corrected by loosening the idler (non driven side) bearing and moving the head back and forth so it aligns and then carefully tightening the block again without inducing any torque and twisting it out of alignment.
I would also check that it is repeatable before you do this as it could be due to friction if the idler side isn't able to move freely. If this is the case you'll chase your tail trying to correct the problem.