What you are describing is actually pretty common. The cap is a connection to the anode and if the tube still works, then there is no problem. A wire passes through the glass to that cap, and as long as the tube isn't cracked or the wire broken, the anode cap being loose is more of an annoyance than anything else. A little drop of super glue run down under the cap will secure it, and you can scratch off any that is visible after it dries so the tube looks good as new.

Wayne