I think the panarello is keeping the inner rubber tube in place, so it's normal for the tube to pop off under pressure. You can hold the tube in place by using a cable tie as can be seen in this video: Frothing milk for latte art with the De'Longhi Dedica EC685.

However, that solution will make it difficult to remove the tube for cleaning. I'm planning on ordering a wire spring clip to hold the rubber tube into place, while still being easy to remove.

Be careful not to use a spring clip that is too small so as not to damage the plastic over which the tube is slid.

I think the panarello is keeping the inner rubber tube in place, so it's normal for the tube to pop off under pressure. You can hold the tube in place by using a cable tie as can be seen in this video: Frothing milk for latte art with the De'Longhi Dedica EC685.

However, that solution will make it difficult to remove the tube for cleaning. I suggest using a wire spring clip to hold the rubber tube into place, while still being easy to remove. For reference, I'm using a Mikalor Double Wire Spring Hose Clip 12.9-13.6mm. This is quite a tight fit and not so easy to place/remove, so you might want to use a slightly larger clip.

Be careful not to use a spring clip that is too small so as not to damage the plastic over which the tube is slid.