It would appear that all the load on the X and Y axis is taken by the bearings in the stepper motor.

Are they designed to take this load or should we be looking at thrust bearings to take the axial load and a flexible/compressible connector to the motor?

Anyone know about these things?

It's a good question.
I've no problem with the current design, and I use my CNC pretty often. Maybe the load it's not much important to damage the motors or their bearings ?

To say the truth, I dont know