Well, there is an issue, but Epson pretty much spells out that the tightest focus shouldn't be expected until 30 minutes of warm up time. There is also an additional issue with the room I am in where the ambient temperature slowly rises the entire duration of the movie as much as 8F or 9F before stopping. Normally I would think that might be acceptable, but the fact that the unit features a "high altitude mode" means it is normally operating fairly close to the acceptable range of its heat dissipation capacity to cover all situations (That doesn't surprise me at all given the unit's fan is at the limit of noise acceptability in the brighter bulb modes if you consider the noise level of comparable projectors, and that means they probably were trying to down rev the fan as much as possible).
I basically need more testing before I resort to taking the unit back or assuming it isn't working right. For one I haven't focused and refocused at the 30 minute mark as the manual says I should. I'll try that from here out since the amount the focus is off is so small that it would be acceptable for 30 minutes if that's all we are talking about. Also if this is about the ambient temperature swing of my room close to the projector more, there are two possibilities: (a) I can move the air better around the unit either actively with very quiet fans directly above it or passively by trying another mounting technique, or (b) it might help to have the projector in high altitude mode since it'd increase it's ability to stay cool (unfortunately it might also increase the time it takes to warm up or the fan noise, though).
My unit is set up in a basement which tends to be cooler in the winter. I have noticed that the focus does shift slightly as the unit warms up. Plus, it isn't easy focusing it manually as I find I have to focus it, then move close to the screen to see if it is sharp, and then back to the projector to move the focus wheel slightly more, etc.