I've wondered that too. I'm not sure how to check that. I've been wondering if I've done something really daft like not put the wheel in straight. I haven't done the brakes yet so I may have missed something. The thing is the wheel and cassette are from another bike and worked well on that as far as I can remember; that's why I pinched them...
It could be an indexing problem that may need tweaking.
I have in the past put the same freewheel on a different wheel and needed to tweak the indexing.