On an orientable (Riemannian) $n$-manifold $M$, with orthonormal frame bundle $\operatorname{Fr}(M)$, we have that the tangent bundle classifying map $\tau_M : M \to B{\operatorname O(n)}$ lifts to $B{\operatorname{SO}(n)}$ via the map $B\phi : B{\operatorname{SO}(n)} \to B{\operatorname O(n)}$ induced by the canonical group homomorphism $\phi : \operatorname{SO}(n) \to \operatorname O(n)$. This is expressed in the existence of the dotted arrow to the left in the diagram
My question is whether it makes sense to say that the dotted arrow from $\operatorname{Fr}(M)$ to $(B\phi)^*E{\operatorname O(n)}$ also exists such that the diagram still commutes. If so, what is it?
This question may be framed in more generality by replacing $\operatorname{SO}(n)$ with arbitrary $G$ and asking about $G$-structures on $M$. (I note that Dan Freed in his textbook presents a similar diagram in (1.38) for the definition of "flabby $G$-structures" except for using tangent bundles rather than associated frame bundles. However, I do not understand how exactly these flabby structures relate to the classical $G$-structures on $M$.)