No, I'd leave it in the pail. The loose lid won't hurt. If you had no lid, at all well, yeah, that would be a problem.
Just don't keep lifting the lid, which would let the CO2 blanket float away.
Secondaries are considered advisable if you're racking on to fruit or oak chips, or doing a really big beer that won't bottle for a very long time, or if you need to free up a bucket.
During secondary, all that's happening is the yeast is falling to the bottom of the fermenter. It can do that in primary. The muck at the bottom of the pail won't hurt your beer (unless maybe you leave it there for 6 months or something like that).
The downside is, every time you move your beer you risk (a) contamination and (b) oxidation. So it's usually not considered worth it to use a secondary (though some old-timers might disagree).