If the sleeve is pulling out of the bottom of the die, the retainer spring clip is bad. You can try to turn in a little more of the end so it catches the ridge on the sleeve better, but if too much, it will catch on the bottom of the sleeve, not letting it slide down far enough. IIRC, my die sets came with an extra clip.
I use Hornady pistol seaters exclusively. They work great on several calibers for me. The sliding sleeve actually makes it quicker for me, since I don't have to get the bullet setting perfectly straight on top of the case prior to running it up into the seater die. That sleeve will take quite a bit of misalignment right out. Had problems with Lee seaters. Have one RCBS seater, but replaced it with Hornady after using it just a few times. I really like the way the Hornady is easy to clean without messing up the settings, especially with lead bullets gunking up the works inside.
Andy