Nope that’s a separate bitthe cover holding the lampholder probably presses on to it and it will tighten up
silicone caulk it inJust shove something in the gap mate to take out the play.
@Brad93 I suspect you're missing a piece. The arm would never have been such an ill fit in the shade.
This might give a clue - but it's obviously no good to you as is - send it to me and I'll 'rehome' it for you....
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I’ll have another look tomorrow. Got to get hold of some silver paint and a 60W 50V incandescent bulb.
It is a lot stiffer now it I might add a little bit of PVAglue to take out the last bit of rattle.