Tighten all the things. If it continues to happen it will literally destroy every linkage component holding the axle on, and wear out every bearing and seal. When I bought my jeep, it was having the dw pretty bad. Thing was driven hard and neglected by the previous owner. I pretty much had to replace every single heim and flex joint holding the axle, replaced inner axle seals, front u joints, rebuild the driveshaft cardon, ball joints, wheel hubs, and pinion seal.
Loose steering or worn out components can manifest problems in ifs, but the failure isn't the same kind of harmonic feedback loop that gets worse and worse. More likely a tie rod will fail or tires will wear out funny.