I would not feel silly, it is certainly not unknown for things to come loose. My Celestron focus motor just about ate itself internally as a lock nut that I had to part disassemble it to get to came undone.
Regards being able to move the focuser drawtube while the grub screw was loose, that is not abnormal. It would probably just spin the focus shaft until it came up against whatever part of the flat was stopping it.
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