Someone (T/C???) makes little plastic caps that slip over the cap and grip onto the nipple under the cap, waterproofing it and keeping it on. Otherwise, you can squeeze the base of the cap tube som, to where it is a tight friction fit when you forece it onto the nipple. You are using musket-size nipple, but you can buy "wingless" musket caps which you can bend to grip the nipple firmly.

I have some Uncle Mike stainless steel No. 11 HOTSHOT nipples that have lasted for several decades, and are still serviceable! Literally hundreds of shots have been fired with them, but stainless steelmusket nipples appear a lot sturdier. However,I guess a musket hammer delivers a lot stronger whack to the nipple, too! But they should last indefinitely if you clean them well after shooting.