Prevent wheel bearing from coming loose due to disk braking lateral force
This isn't making sense.

The cone holds the balls in  place.

The locknuts (not shown) keep the cones in place.

The grease seal has no effect on the tightness of the bearing.

If your cone is moving, you have not tightened the locknut against the cone (or it has been omitted).

You need a cone spanner (thin spanner) and a second spanner, to tighten the locknut hard against the cone.

It is a bit tricky to tighten cones - or more accurately, you will find yourself having to redo it a few times to get it correct. Correct is when there is a tiny amount of play, that disappears when the quick-release is tightened. Check for play after a few days, and readjust if needed.