There will be a very slight amount of play and of course at low no-wake speed the hull will wander back and forth through the water but as you apply throttle and by the time it's planing the steering should change course with small input.
At speed under way turning the helm 45 degrees should produce a big response where as at no-wake speed the response will be small.
Let me make an assumption, it may not apply but just in case it does:
If this is your first jet boat, the steering is not like a boat with a rudder b/c it all depends on the direction AND volume of water being pumped. For instance, if the engine stops suddenly there will be no steering at all, no matter your speed.
If this is the case (you're new to jets) it will take some time to become accustomed to the steering but once you've mastered it you'll be able to out-maneuver any boat unless the engine stops running, in which case you will not be able to change course.
So once you've become accustomed, don't make the mistake of forgetting about what happens if propulsion is interrupted.
If this isn't the case then let's continue the investigation b/c steering issues can quickly become a huge safety issue.