I learned early in my audiophile times (ca. 1980) to really "fix these bolts and screws", to a degree - the idea in principle - just before deforming the material (which I never quite did).
I had to unlearn that - first initiated by a systematic listening session comparing different RCA connectors. I found that the lock-collar RCAs started to sound kind of stressed in an over-NFB-like quality, and shift the tonality up, tonality was screwed up. There was a certain, very light torque the RCA collars need for optimal sound.
From then on I started to check every screw (when doing a new setup, and when in the mood to compare). Whenever I compared screw torque the position with minimal torque sounded best (for me, to my ears, in my system), specially in cartridge and tonearm fixing. My brass cartridge screws on my ET2.5 arm start to brittle up the sound at about 30 degree more torque from a setting where the cartridge just stops slipping on the headshell from enough friction.This is for me my empirical systematic experience, ie. "my experienced truth".
To grasp theoretically what is happening is that while it would be desirable to have all combined parts of an arm eg. to move as one (which would mean more fixing) screw fixings between parts potentially creates stress. Just imagine a guitar string: To have it resonate as minimal as possible (and still have it lined up) you have to release the tension almost completely until practically slack. Increasing the string tension stores more and more potential energy into a resonant element, increasing the sustain (higher Q). And screws and metal parts are highly resonant.