It annoys the hell out of me and I can't have a decent shower.
The shower head has to be kept pointing up and it I move it even slightly the shower head slowly moves downward and eventually falls out of the holder. I did change the shower tube thingy last year when it cracked and began leaking water. Its not a brand match (got it in Homebase) and noticed that it doesn't fully screw onto the base of the shower unit or shower head.
We've just spent many hours of our lives pondering and faffing over this very same problem - though, ours doesn't fall out of the holder thing but just slowly drooped down durning the showering process so that all the water was eventually directed to the back of the knees rather than over the top of the body. I posted on here and a clever MN'er asked if there was any way of tightening the holder thing that fits on the vertical bar. I thought that there wasn't but very close inspection revealed a small screw which was adjustable with a tiny allen key. We've now tightened this and the problem is fixed.
Sorry for the delay in replying. I had forgotten that I started the thread, and every shower kept thinking that I really should post about it.
I did try tying the shower head to the holder but it still fell out. Not sure if I could have duct tape in my lovely new shower cubicle (which will look fabulous when I eventually finish painting the walls I started three months ago).
Wingedharpy I will look for a screw in the morning.