Many of the recently produced handguns I have seen feature sights that are pressed into a slot or recess. Some of those sights are made of plastic materials (Delrin, whatever). Not surprising when they come loose. Not sure there is a sure-fire method for securing them in place. Might be best to keep an extra on hand, check the sight in use for looseness during cleaning and maintenance, replace when necessary.

Lots of pistols have sights mounted in dovetail grooves cut into the slide. I have seen several shift in position, and a couple that have fallen out completely. Best method for preventing shifting or loss is to lightly peen the edges of the dovetail slot to create a stronger grip on the sight.