Ramon welcome to the site.
There are a few things that can be the cause of what you are seeing.
The first and easiest to correct is, how are you pressing in the components??? You need to keep them straight as you press them in. Any slight crookedness they will press in on an angle.
Next is how was the ends trued up to the tube. This can be a huge factor. Sand or mill on an angle and you will always have a crooked pen.
OOR is (out of round) is what Stonepecker is referring to. This happens when too much pressure is applied when tightening the mandrel on the busings. It can also mean a bent mandrel to begin with. But is could also mean poor machined bushings. To check for this, look at the ends of your finished blank. Does there look like evenly spaced material all round the edges of the blank on both ends. If no then that is where to start looking into your problem. If yes the the first suggestion I made maybe the answer or even the second suggestion. If you put up some photos here maybe we can see things that you do not know yet to look for.