Yes it does. Looks really flimsy. I'm surprised to see a part like that on a turbo car. But the stock boost levels aren't that high on these cars, so maybe that's why you notice it more with the tune. If it isn't that, there could be another clamp loose somewhere between your CAI and...
The common denominator seems to be the plastic noisemaker, which is that plastic cone shaped object mounted near the throttle body. Ford made that to change the way the engine sounds from inside the car. Anyhow, I believe you mentioned that it had come off a couple times, one of which it had...