Fortunately, it fell off while just handling it, not while 20' up a ladder while hooked to my tool belt.
Milwaukee said to send/take it to a service dealer under warranty and they will most likely replace the housing. It appears to be a design flaw and I assume that it will continue to fall off after repair.
Has anyone used a glue to hold the knurled screw housing into the plastic?
Or used short wood screws in all three holes of the clip (first pre-drilling into the holes on either side of the original screw) and if so, what length? I do not want the screw to go into any mechanicals or electrical.