No, the sound is completely normal, nothing is loose and nothing is wrong. If you vigorously shake the thin naked gauge, you will hear the sound of the internal coil spring contacting the body.

The sound is typical for all thin gauges regardless of brand, and in no way affects the performance of the gauge. The larger naked gauges, because they have a larger body that allows a different design, do not make this sound. However, g-force impacts on any gauge may cause a loss of calibration so please stop shaking your gauges.