I think I know why. There's a rubber grommet inside that needs to get squished so the sides press against the inside of the handle bar tube. If you screw the bar end screw all the way in it still does't get squished enough to keep it in place. I bought the Motivation bar ends and still had the problem.
The fix is to take 3 metal washers and put it on the end where the rubber grommet touches the bar end. She'll tighen up real good and shouldn't fall off.