I share your sentiment. I received them yesterday and am baffled by Microsoft's decision to not include a flexible sticking ear piece in the design to keep the buds lodged into your ears. Even size large fall out if I shake my head.
Volume adjustment is very sensitive and more often activates a mobile assistant. Also, adjustment of volume seems to make the ear piece fall out since it is barely in my ear. I am surprised they did not go with a similar system to Bose.
Lastly, do you experience the issue with a constant hissing noise when music is playing and the it stopping about 3 seconds after it stops?