Your experiences are one of the reasons I switched to Alloys. I got
tired of lost hub caps myself.

However, some times. Most folks don't realize that hubcaps need to be
fitted on in a particular orientation (well some hubcaps, not all). If
you look on the inside of the hub cap you will notice a cut out area
for the valve stem. Make sure you have that cutout positioned over the
valve, otherwise the valve can prevent the hubcap from seating properly
and make it easier to pop off when you hit a bump in the road.