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Vintage Fender Precision Bass bridge

I've recently acquierd an Roger Waters signature p bass. The bass itself plays like a dream and I get a real nice sound out of it.

However I'm not so sure about the vintage bridge. When I play for a while I notice that the saddle of the E-string moves to the side of the bridge, there is a gap between between the A-string saddle and the E-string saddle.
When I put it back in place it moves again after some playing.
Is this common with this type of bridge? Is there anything I can do to stop this or should I just let it happen, because it doesn't affect my playing.
 
Is the E string saddle level? If not, try leveling it, keeping the height the same, and see what happens. If yours is an extreme case you might try tilting the saddle away from the A string saddle, or getting one of the bridges with grooves that restrain the saddle height screws from drifting.
 
On Fender bridges with screw thread or single groove saddles I've had some luck with lowering the outside ends of the E and G sting saddles tilting them a bit so the string pressure helps hold them toward the center.