It fairly common with the older S&W's and not a big deal, unless you dont address it and it backs out enough that it wont allow the gun to unlock.I've found that the ejector rod tends to walk out. I've never had that problem with a revolver. Isn't that like a major issue and one of which as described in the classic Armorer's Guidebooks as among the "51 Problems with Revolvers"?
Back it out, degrease the threads well and put a "tiny" drop of blue LocTite on the threads and snug it up, and you should be fine.
Dont get carried away with the LocTite, or youll create a whole other issue.