It's not just the srew holding the part, there's also a groove at the top that slides into the actual wheel well which also holds it via friction. I had a 125 miles Autobahn ride yesterday which was reaally bumpy and it stayed in place.
I also came up with my own (I think) neat and most convenient available fix for this problem. Apart from removing a screw on the underside of the vehicle, the installation literally takes 10 seconds.
I recorded a short video showing the full installation process.
If you're interested you can hit...