It's actually good that the caps open up, as removing them from the nipple cone if they didn't would be a difficult job. As long as they don't jam the action, you're OK, as others have mentioned. I'm sure easy removal of fired caps, as well as seating new ones on the cone is the main reason for the material being as thin as it is, as well as the fluted ribbing allowing the expansion when you seat them.
Incidently, the Pietta hammer face does not match the angle of the cone face (10 degrees), and the hit the cap only on the top edge. If the hammer is modified to match the cone better, the caps are less likely to fall completely off until the cylinder is turned to the next chamber.
I don't think the Ubertis are as far off, but I haven't checked my Ubertis that closely, as most all my Remingtons have a conversion cylinder installed, so it's not that critical.