@darthriley - I had the same issue with mine so I contacted the wand company and this is their response:
"There are some long hooks on the end of the clear plastic tube extending up into the ball-shaped section just below the head, so it definitely won't fall off, but it sounds like the internal aluminium features in this region weren't machined as accurately as they should have been.
If the emitter head can be made straight but then pops out again from the clear plastic tube, then applying a tiny drop of super glue into the gap between the emitter head and the clear tube (before pushing them together) should fix it firmly in place. If you want to try supergluing it yourself, you will probably need to pull the head away from the clear plastic a little further to create a big enough gap to get a drop of superglue in there without it going onto the outside surface of the plastic - my favoured method is to put a drop of superglue onto one side of a scalpel blade, then lower the blade carefully into the gap (with the clean, un-glued side of the blade facing towards the clear plastic). Don't worry if your gluing attempt doesn't work out - I'll still be happy to repair or replace it for you if that happens."
So it seems as if this is probably a common issue, but they are willing to repair/replace it if you ask them.