Not sure properly gluing them in would be a great idea if you ever want to take the gearbox out again, but *maybe* some sort of threadlock might hold it sufficiently.
Sometimes they get held in by general tension, but I've also had ones that are just slack and seem to want to vanish on their own. Could either consider buying a new one (working on the assumption that yours might be a bit worn, or mildly thin) or take the cheaper option of just putting a tiny square of gorilla tape over the top of it on each side of the receiver so it can't fall out.