I had this exact problem, and may have discovered a solution.
First of all - the problem. My Airpod Pro's would be constantly falling out of my ears....forget vigorous exercise, even simply using a elliptical trainer (with no impact) my Pro's would be falling out all the time. It was a real nightmare, because every few minutes I would have to push them in a little harder, or bend down to pick them up when they fell out. It really did impact my enjoyment of my workout, since all the time I was concentrating on ensuring the little Pro's weren't falling out and I couldn't really ever get into the 'zone' when I was wearing them.
I had just assumed that Apple had designed these for a 'standard shaped ear canal' and maybe my ear canal was of a different shape. After all, who's to know, right ?
Then I had an idea. Perhaps my ear canal was shaped just like everyone elses, but perhaps my skin was a little more oily than other people. I usually took to the gym in the morning before I had my shower, and so perhaps the natural oils in my skin, and therefore in my ear canal, were preventing the Airpods from creating the perfect seal that other users had been experiencing.
So, for the last few days, I've been cleaning both my ear canal, and the Airpod Pro tips, with a cleansing wipe - one that has an alcohol base so that the cleansing is both thorough, and which dries quickly. I will clean deeply inside my ear with the cleansing wipe, then both sides of the tip of the Airpod Pro, and then put this in my ear as soon as it dries.
And hey presto. It works. It bloody works.
I'm now working out at the gym for a hard 45 minutes and not a single slippage. Not even a hint of a slippage. No loss of sound, no need to concentrate on these little devices when I'm trying to work out. I can't promise this solution will work for everyone, but it did work for me.
I guess the 'fault' wasn't with Apple all along - and I can now start to LOVE these little devices the way that Apple always intended.