Loose fitting Audio Quest Yukon XLR

I auditioned the WEL XLR’s in my big system.  The lack of the normal locks on the XLR’s bothered me.  They fit reasonably secure but why delete the locking feature?  Sound wise they didn’t do it in my system.
Audioquest likely has a reason for designing the cable this way, but said design is at odds with my sensibilities of correct implementation.

Call Audioquest. They answer the phone. -Usually Alistair answers the phone.
FWIW, none of my (many, many) Audioquest cables fit other than snugly.
Since you bought them from a dealer, I would hope he would give you another pair to try, just in case they had a defect.
Bob