My initial suspicion would be No.
In an engine with a wet sump, the dipstick is inserted into the sump, which is relatively low pressure anyway - the oil having gone through any number of tight spots before being released back into the sump. In many engines, the sump is vented to the atmosphere anyway, so a loose dipstick would not make any difference. The oil pressure is measured in a completely different place, close to the pump.
In an engine with a dry sump, the dipstick is inserted into the oil tank, which is completely separate from the engine. So it's very hard to see how it would make any difference to the measured oil pressure at all.
Realistically, apart from rattling, the only difference a loose dipstick would make might be a little bit of oil escaping. It wouldn't affect the engine until lots of oil has escaped.
I'm not going to volunteer to try this, though, just in case I'm wrong!
FFF
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