Hi Bill
Nope, you don't have a loose connection ... and Yes the windows
DO stick sometimes!
You can do what most everyone else does and replace the assembly, or you can try a simple 'trick' to keep the window from sticking.
Here's what you can try ... it's worked for me for the past 6 years ... When you roll the window up, tap the switch in the DOWN position just enough to barely lower the window ... maybe a 1/16". It won't be enough that you'll have any wind noise, but enough to keep the window from sticking when you try to lower it.
Of couse, YMMV, but if this little trick works for you, it'll save you some money and the window will work properly.
Don