I think older Lyman gas checks normally do come off easy and weren't made to stay on.
I strongly disagree with that statement.
Once upon a long time ago most of us used Lyman molds and Lyman gas checks cuz that's what was available and they worked together beautifully. They fit snugly and didn't come off easily. I've picked up thousands of gas checked bullets down range after hitting dirt banks and most times the old GCs were still on them.
Fast forward a bunch of years and everybody and their brother began making molds and Hornady got into the gas check business and made them differently than the Lyman checks. Lyman checks properly fit the base and filled up the entire cut for the GC. Hornady checks never have they have always been too short for the GC cut on most everyone's molds.
These days only Hornady makes checks as they are making the checks now sold under the Lyman name or so I have read tho I have no hard proof of that. I do know the more recently purchased Lyman checks are far different than what I was using 40 years ago and they don't work as well.
Now to address why your checks might be loose. If the base doesn't fill out completely the check is very likely to be loose and might fall off on its own or be pulled off if you try. Still IF yeah a BIG IF they stay on until seated they almost assuredly will stay on down the barrel and if they do that then they have done the job they are supposed to do. If you're shooting at long range and by that I mean over 250 yards it might open your groups to have some with and some without checks flying down range but personally I've never been able to see flyers whether the checks stayed on or came off once out of the barrel.
It could also be that your lube sizer just isn't squeezing the base of the bullet enough to lock it on. Perhaps the sizer die is a bit larger than the checks you have and the die you are using require for a tight fit.
