Hello iain,
What you have would be classified more as an error of form then of size.
This problem can be caused by any number of things, and some form of this error exists on just about any machine.
How rigid was your setup?
How fast was your feed rate?
What was your finish cut parameters?
Is the error the same along the whole length of the machined surface?
is the error the same when performed in different areas of the work envelope? Meaning is it localized to one area?
Is the error directly in line with the axis or at 45 degrees to the axis? 45 degrees to the axis is a sign of the machine being out of square.
A laser test is only good for setting backlash and discovering screw error compensation amounts. It does little to test your machine as an electro-mechanical system that it is. You would need to do Ball Bar testing to discover errors in squareness, servo lag, servo mismatch, all that kind of stuff. Any of these things can cause size and form errors. Incorrectly determined and set backlash compensations can also cause these errors.
If this is a vertical machining center you may have more axis flex in the X direction then Y. In the Y direction your forces will be directed at the vertical column. Especially in a negative Y move. I think machines are naturally stiffer in the Y direction. Sort of like on a CNC lathe running a right hand tool facing down, which causes the cutting forces to lift the turret off the ways. I believe you tend to get better rigidity running left hand tools right side up to drive the cutting forces into the turret and therefor into the ways.
If you have a rigid setup and substantial enough tool, are keeping your finish cut to the minimum and at a relatively slow speed to minimize flex, and are still having this issue, then at least you've eliminated poor test parameters from the equation. As with any machine, the faster and harder you run it,the more perfectly balanced the entire system as a whole needs to be to get near perfect results.
Get a Ball Bar Test done if you really want to see what's going on with your machine as a whole system.