Shipping to Remington will be a bit pricy, versus the drive to cabellas.
So what is loose? The sight base that attaches with a screw? (Loctite will fix) or is it an insert that fits in a dovetail slot? If the insert and the dovetail slot are both metal, there is an easy fix- take the INSERT, turn upside down, place on a SOLID base. Use a nailset or pointed punch to LIGHTLY dimple it in 5 spots on the UNDERSIDE- like the 5 shown on a dice- 4 in a square, one in the middle. When the punch drives DOWN, it pushes a circle of metal UP around the center. Has the effect of making the insert just a tad thicker- and will now fit slot snugly. A drop of loctite will help keep it there.
but if it is a brand new gun, I would probably take it back to Cabella's- and lay a guilt trip on them (ammo, scope. sling?) for having to return it.