Are brake calipers supposed to be loose?
Photo Credit: Courtesy of 3DStockPhoto (loose image)
Worn rotors/pads do not commonly make calipers loose, however they can severely damage the aforementioned elements, specially the caliper ears in those with sliding pins...too much rattling can make things loose, damage holes, etc. ... If they are damaged, they will make the caliper feel loose. Changing them would suffice.