Is it safe to use a MV bulb if the ceramic insulator at the base is loose? I bought two at Lowes when they were clearancing Sylvania lamps last year and I didn't think of checking that, and one is loose. So I haven't tried it, since I don't want to ruin my fixture.

The ceramic insulators are usually fixed by dimples in the shell, so even when wiggling a bit, they still stay in place very secured. In fact some play in the connection is a designed feature to allow for thermal dilatation (because of difference in the expansion rates of the different materials).

Many glass ones are made by pressing the glass into the metal shell, so are retained by the shape as well, but usually really stick to the metal so very rarely become loose. Yet still when getting loose, they remain in place too, but only if the glass is not cracked.