That's the major problem with skates usually. You have to remember that skates comes in different boot width as well as boot length. You need to carefully select them since your comfort will come from the fact that your foot is well "warped" inside the boot.If that's the case your skates may have too much or too little volume for your foot.
It's the not the laces that will hold your ankle, it's the fact that your leg will be sitting squarely on a feet that feels like it was barefoot. Laces will only add support so that the skates are fasten up to eventually become an appendage of your body

So lacing up is something that is very personal; for myself, I don't tighten my skates very much, just enough so that my feet/ankle won't move in them and cause blisters. I have never injured my foot and by comparing my skating with my peers, it doesn't hinder my skills either.