Update. Took it to dealer. As suspected, connector belonged in slot. Dealer service rep reacted immediately like he knew what it was and the cause. He "fixed" it himself. It is a press fit into the slot. As I drove away from the dealership I reached up and pushed on the connector and it started to come out of the slot, so when the service rep placed it into the slot, he did not put enough force on it, which I suspect is the reason I found it loose. Whoever tried to use the connector before I found it probably pushed it out of the slot when trying to connect to it. When I got home I took a pair of channel lock pliers and pulled down hard on the connector. Hopefully, there will be enough resistance to keep it from backing out of the slot the next time a technician attempts to connect with it. Of course, none of this hurts the functionality of the connector, it just looks tacky.