Thanks for all the good advice.
I first put the anti-sway bar on when the prairie cross-winds started up on the trip back home. That seemed to work well against the winds so guess that was my initial "test" run. When there was no wind, I didn't seem to need anti-sway. Big trucks and buses rushing by me had little effect. The new trailer is quite heavy with a fair amount of tongue weight.
It was later that I noticed that the adjustment nut was loose and so finger tightened it before clamping down on the upper lever. Again it worked fine afterwards with the cross-winds. I guess there was some initial wear-in on the first day that caused this. And as the friction pads wear, guess I'll keep hand tightening that nut a little bit more.