I don't have the PS300, but I have the PS2E and guide rail base. And I believe for both it's supposed to be a pretty good snug fit.
That way when you use the guide rail and jigsaw together, you get a nice straight cut. The tight fit is necessary or you'd get some "wavy" cut effect as the jigsaw rattled around in the guide stop.
Probably, like many Festool fittings, it needs a little more "coaxing" the first few times (Plug-It cords come to mind). Once you do it a few times it'll seem easier.