I'm guessing you mean that the cap doesn't sit well on the end of the pen body when you write. This might just be common with some MB pens; maybe they think that by posting the cap it will eventually leave a mark on the pen. I usually don't post my pens so that isn't a problem for me, but I hope this doesn't bother you too much. I usually just hold the cap in my left hand while writing. Pretty pen you got there, BTW.
Almost forgot to add, I hope you don't mean that the cap doesn't stay on well when the pen is closed. If that's the case, you might need a repair or you could lose the cap.