My loose thunderbolt connector issue is now fixed. I took Omotesando Apple Store in Tokyo and genius confirmed the issue. Since I’m still under 12 months warranty the service was free.
According to the genius the logic board of the machine was replaced. Both thunderbolt ports are still a bit wiggly; there seems to be more tolerance for connector movement than there was in my Macbook Pro 2011 non-retina model. However, the connection no longer breaks despite the wiggle. I tested this throughout with various scenarios and cables. I even tried yanking the cables (gently) while having a hard disk connected with the Thunderbolt – Firewire 800 adapter. The connection didn’t break even once. I am not able to reproduce the issue.
The connectors do feel fragile and I will surely take extra care when handing the thunderbolt cables. Since there is so much tolerance it might be that force of the movement of the cable is transferred directly to the logic board and who knows what kind of damage that might cause. I would advice any Macbook owner to handle them gently.