My humidor has an external hygrometer on it, of which is sorta loose in its socket. And there are two holes on the inside of the humi to allow it to read the RH. Now should I worry about it not being tight/sealed in its socket? Should I add some teflon tape or some other sealant to the hygo, so less air escapes? Im not even sure if it even makes a difference.

There is nothing holding it in the socket, just a nice snug fit. So not sure if I should worry about it or not.