Ballnut Orientation

[Zumba]

Most manufacturers state that ballnuts should be oriented such that the return tubes point up or sideways (if there are two opposing tubes). I've followed this rule for a number of projects but am now questioning the reason for this. Why does it matter?

My guess is that because there is some clearance between that balls and because gravity pulls the balls to the lowest point, downward facing tubes will result in more balls being in the return tube. So the load capacity decreases slightly in this scenario, but when is a screw loaded even close to its max capacity in a CNC application? Bigger screws are often chosen to increase critical speed, not load capacity.

What are your thoughts?