It is common for your cooler backplate to feel loose after you install it into your motherboard for the first time. Once you have seated and tightened down the cooler pump, it will pull the backplate to the motherboard and apply pressure on the socket via the cooler.

IMPORTANT: Do NOT, under any circumstances, add additional washers and spacers to your backplate to decrease play in the backplate. Doing so will increase the mounting pressure to the retention kit and potentially damage your retention kit, motherboard, or socket.