This is the bane of many HO scale steam locomotives. Nobody seems immune, except maybe MTH (?) who have a unique design about which I have yet to hear/read complaints. I have steamers from Trix, BLI, Life Like Proto 2000, Rivarossi and Lionel, all in HO. My BLI's give me most of my tether problems because it's very difficult to fully insert the male component into the female socket under the cab. My Rivarossi H-8 has the female socket much better placed, although it is odd on an otherwise good looking model. My
Trix Mikado 2-8-2 is permanently coupled by design. The Proto 2000 0-6-0 is a lovely and detailed locomotive, a real gem, but it has two flimsy and stiff tiny tabs that go around two retaining bumps, the tiniest things, in order to clip the two pieces together. It is my most persistent problem loco for this reason.
Sounds like a magnet would help, or something screwed together, not shoved so hard that one runs the risk of breaking the female receptacle, or dislodging the tiny wires on the male component.