I assume that by loose you mean that the spoke has little tension in relation to the other spokes, right? How loose is it, e.g, can you wobble it a few cms side to side, or does it just sound an octave below the others when you pluck it? What is it rubbing on? Perhaps another spoke?
I'll also assume that the bike shop guy did check it and tightened it up. This would explain the noise free short ride after picking it up.
So here's my wild guess: I think the nipple on this spoke is stripped to the point that it slips after tightening. Do you happen to have 13 gauge spokes? If so it is likely that they used a 14 gauge nipple in the build. This will thread on fine but won't hold tension for long.
I recommend that you try to tighten it yourself - just get it close to the others by feel. Make sure that you mark this spoke for identification so that you can monitor it. If it loosens quickly, take it back to the shop and have them replace the nipple.
Good luck. Let us know what happens.