When gently moving the bike side to side, there is movement between the bicycle and the Neo frame even though the dropouts are tight, and an associated tapping sound.
On the non drive side of Neo, there are six bolts that affix the Neo housing to the Neo frame. At these attachment points, underside of the housing, are standoff shrouds that keep the case evenly distanced from the frame to prevent warping of the plastic that would occur at uneven bolt tension. These standoffs may crack and break internally due to overtightening, excessive rocking when using the trainer, or freak occurrence.
Steps to Resolve
First, confirm that the problem you are experiencing is precisely this problem, and not related to how your bicycle is mounted. Some thru axle bicycles may behave similarly when using an adapter that does not fit completely, but the root cause is not the same.
You should contact Tacx support about this issue, and include a video similar to the one at the top of this article. Depending on the age of your Neo, they may offer to send you a new housing that you will need to install.
The housings for different Neo models are also available for direct purchase on the Tacx spare parts site. If your Neo is out of warranty, and Tacx decline to replace the housing for you, you can acquire the parts and perform the replacement yourself.
Tacx Neo OG housing, part number S2800.06
Tacx Neo 2 housing, part number S2850.02