DIAGNOSIS That loose feeling is normal by design—it's a bayonet-style connection, not a screw-on. It's meant to click into place with a quarter-turn, but if it's not fully seated and locked, it will absolutely leak hot exhaust air back into your room, killing efficiency.
FIX Here’s the trick they don't always show clearly. 1) Push the window adapter plate’s exhaust port firmly onto the unit’s rear exhaust flange. You should feel it go all the way on. 2) While holding it there, turn the plastic locking ring on the adapter clockwise until it stops. You'll hear and feel a definitive click or snap. Give it a gentle tug; it shouldn't come off. That's how you know it's sealed.
IF THAT DIDN'T WORK Check the large rubber gasket (o-ring) inside the window adapter's port. If it's missing, warped, or torn, it won't seal. You can sometimes reshape a warped one with warm water, but if it's damaged, you'll need to contact Midea for a replacement part.
HEADS UP The exhaust hose itself can also pop off the window adapter if you move the unit around. Always disconnect at the unit's back, not by yanking the hose from the window, to keep that seal intact.