That's what also puzzles the tech at Ford. He said the nut wasn't loose but the wheel and upper shaft was very loose. He said he just had tighten the nut further but once he did, the wheel was turned off center. When you rocked the wheel from side to side, the whole upper shaft moved with the wheel. Not like the wheel was loose from the shaft.
Anyway, I don't know what they did, but there was nothing wrong with the steering wheel when I took it to this repair outfit.