Should there be a screw securing the main breaker in my electrical panel?
Yes, that screw needs to be there.  No, it won't mess up switching off the main.

Your electrical panel uses a backfed main breaker configuration.  This works fine, considering the main breaker is always going to be a regular breaker and thus rated for backfeed (GFCIs and AFCIs have LINE and LOAD terminals as they are not backfeedable).  However, this invokes NEC 408.36(D) in order to keep the main breaker from coming out and exposing someone to live mains when they pull the deadfront off:


  (D) Back-Fed Devices. Plug-in-type overcurrent protection devices or plug-in type main lug assemblies that are
  backfed and used to terminate field-installed ungrounded
  supply conductors shall be secured in place by an additional fastener that requires other than a pull to release the
  device from the mounting means on the panel.


The screw you see is that "additional fastener" the Code requires.  It won't mess up switching off the main breaker, either, as the handle OFF position is a mirror image of the handle ON position, roughly.