ive had the same problems, but it seems like they just werent put on correctly at the factory or something...
ive hardly ever had the same cover fall off more than once, and after putting it back on the second time it stayed put. basically after the first few moves, i had to put almost every one of them back on, and after that they have all been good. gotta pay attention to the tabs on the base and the slots on the lense as it seems that they only fit real good in one spot (i believe their are 3 tabs/slots). with mine, it seemed like they would go on fairly snug, but if i pulled it off and rotated it to another tab it would fit even better
short of gluing them down or something, if your having issues, i would try bending the little metal tabs on the light base that hold the lense on, upwards to tighten it up.
'14 XLR 395AMP
'16 Ram 3500 DRW, 6.7 cummins w/aisin trans and 4.10 gears