Especially if it falls out of your ear. I've always had trouble getting the EarPods to stay in my ear while running. I had to loop the wire above and around my ear; I can't do that with the AirPods.

here comes "find my airpods" app :)

I'm sure some accessory makers will start selling lanyards and whatnot that can be attached to the earphones so they are harder to lose.

You are supposed to use it with the case. Still easy to lose but slightly harder.