I have the same issue with my 2019 ZS and am having it repaired under warranty, although the part is not available in Australia or China.
When the part is available they are replacing the steering column on the car. They tell me it is just an 'audible' problem so i'm not quite sure why i can feel it through the steering wheel and find it strange that i have gone through 2 front sets of tyres in just under 45,000km.
If you take hold of the steering wheel, with one hand at the 6 o’clock position and your other hand ? at the 12 o’clock position.
Then by lifting up at the bottom and pushing away at the top, you will feel the lift / play in the steering column.
When travelling over a rough broken surface road, you will hear the rattle coming up through the column, and this is transmitted up through the steering wheel.
This rattle / knocking sound is the play you can feel in the upper column I believe.
Tightening up the 13 mm nut increases the clamping power of what WAS the adjustable column level, to accommodate different drivers.
My steering wheel started with a “clicking noise” ( like other owners ) when turning quickly from lock to lock, it could be felt when getting in and out of a tight car parking space etc.
This ticking has now deteriorated into a rattle in the top end of the steering column when travelling over a broken surface road.
It is worse in cold weather and reduces in noise when the inside temperature of the car has increased.
I have to say I am a little surprised by this problem, because the column used is a Bosch unit, which are pretty good when it comes to quality.
The approved fix by MG appears to be by replacing the inner and outer steering column assembly complete !.
Of course, there is no part’s available to remedy this issue at the moment, so dealers are checking for any other safety issues and then returning the cars to there owners.
Although in my own personal opinion here, the dealer may just pass off the problem as a “Noise” issue and not a safely issue.
That clearly does not make it right !.
One last point here, if the car was submitted for a MOT and the tester picked up the “Play” in the upper steering column, then he / she could fail the car, as excessive play in the upper steering column is not permitted.
No excessive play is permitted in any steering components.