My Superflash (or the cover) have never come off my bike. I usually clip it to my seatbag but sometimes use the mount and attach to a chain stay. (Currently not doing that because my clip-on fenders interfere with the mount.)

However, I have lost a number of other brands of tail-lights over the years. Usually they fall off when I hit a bump. One time that happened, a car ran over the light before I could go back and retrieve it. Other times the impact of hitting the ground ruined the light.