The voltage drop isn't actually related to the loop power, because the loop powered sensor acts as a constant current source.
So everything is fine in normal operation.
Faulty operation is different topic. You should generally be aware of possible sensor shorts, sourcing full 24V with a most likely
high short circuit current to your current input. Obviously overload protection is advisable, at least for a professional product. It's
rather easy to protect the buffer amplifier with a series resistance. The shunt resistor itself must have a 2.5W rating to withstand 24V.
Several protection concepts have been implemented in automation, e.g. PTC fuses or electronic current limit. But it's not easy.