Out of all my devices with micro USB3 connectors I've only had one that is loose and it was on a really cheap hard drive enclosure. I think if they are connected to the board correctly they're pretty robust.
As for it being loose, like the cable comes out, I had a 6 foot USB 3.0 cable and the connector end was just a little bit bigger, like just barley visibly bigger, and it would make the connectors loose on devices. The cable was an early USB 3 cable, like out within the first year, so I think it was just not manufactured to spec, so I don't think that should be a problem anymore. I ended up cutting it up for the wires inside to use for some electronic projects so I wouldn't loosen anymore of my devices.