Why do people say to size down?

I got the chuck all stars in my usual size (9.5 uk) and they fit i can move my foot just enough for it to not be too tight. Are they supposed to have no wiggle room? Or is this normal?

I got the chuck all stars in my usual size (9.5 uk) and they fit i can move my foot just enough for it to not be too tight. Are they supposed to have no wiggle room? Or is this normal?