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I understand. It is done on purpose so the hobbed bolt will stay on its position held just by the filament - no need to secure it by nut on the other end. Deeper groove is better for this concept (like hyena hobbed bolt have). With shallow black bolts from China the simplest solution is to open the idler, help to guide the filament down to the hotend, than close idler and fix it by compression springs.
Hope it will help.