I've never had the problem but have seen others that have. Some folks will drill a small hole in the top and bottom of the bumper and cap, and slide a bolt down through to keep the cap from backing off. I'm sure you'll get other ideas here too.
Mike, Sue, Sissy and Little Man
2015 Ford F350 Lariat FX4 6.7 CC DRW
2015 Eagle Premier 351RSTS