The development of next-generation communication systems promises to enable extended reality (XR) applications, such as XR gaming with ultra-realistic content and human-grade sensory feedback. These demanding applications impose stringent performance requirements on the underlying wireless communication infrastructure. To meet the expected Quality of Experience (QoE) for XR applications, high-capacity connections are necessary, which can be achieved by using millimeter-wave (mmWave) frequency bands and employing highly directional beams. However, these narrow beams are susceptible to even minor misalignments caused by small-scale user mobility, such as changes in the orientation of the XR head-mounted device (HMD) or minor shifts in user body position. This article explores the impact of small-scale user mobility on mmWave connectivity for XR and reviews approaches to resolve the challenges arising due to small-scale mobility. To deepen our understanding of small-scale mobility during XR usage, we prepared a dataset of user mobility during XR gaming. We use this dataset to study the effects of user mobility on highly directional communication, identifying specific aspects of user mobility that significantly affect the performance of narrow-beam wireless communication systems. Our results confirm the substantial influence of small-scale mobility on beam misalignment, highlighting the need for enhanced mechanisms to effectively manage the consequences of small-scale mobility.