A "properly installed and adjusted" head set "may" become slightly loose while settling in and breaking in...It should be part of the "check" process to check the adjustment before and after rides for the first few miles.
Perhaps you rode on some dicey roads that caused more vibration than normal which loosened the head set. I'm surprised you did not notice it considering your description of how loose it was...a loose head set is quite noticeable when using the front brake.

Tighten it properly and make it a point to check it before and after every ride for some time, until you feel confident it is not loosening up. If it won't stay in proper adjustment bring it to a shop for evaluation and reassembly to be sure all is done correctly.

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