You are right.
39 measures around 39.3mm and 75 measures around 75.3mm.
I have tried different things, and it seems that there is some play between the 8mm screw and the bearing (Bearing inner diameter 8mm, screew 7.75-7.8mm) which is the cause. If I push the bearings towards the center of the tube when tightening the screw. Then the roller fits much better, could be a little tighter, but that can be caused by the .3mm oversize of the 3D print.
Again I must say that your design is very good! If every thing runs with so small tollerances it will result in a great CNC.
I will try to find some other 8mm screws that are closer to 8mm as the one I got.
Thank you very much for your help and great work.