Often this is because there is an air pocket trapped between the pile and the wood of the shaft. This is easy to do when you use epoxy. What I do is:
1. taper or reduce the size of the shaft as necessary (taper or parallel points)
2. clean out the pile with white spirit or meths (or acetone etc), as there is often a greasy residue of cutting compound from where the pile was made. I use earbuds/cottonbuds dipped in the solvent to do this.
3. when the pile is dry, make a test fit on the shaft, and mark the shaft where the pile ends on the shaft
4. using the very point of the pile, score a longitudinal groove along the shaft area (in line with the grain of the shaft) which goes inside the pile. Ensure that the groove extends from the end of the shaft along the shaft far enough so that it isn't completely covered by the pile when it is added, i.e just beyond your mark made in #3.
5. put your epoxy into the pile, insert the shaft and ram the pile home against a piece of scrap wood, holding the arrow shaft.
If you got 4# right, excess glue and trapped air will be expelled from the open end of the groove. Wipe off the excess glue and test for straight application of the pile by spinning the arrow shaft on it's pile point in your hand. Correct if necessary, and set aside for the glue to set.
This has always worked for me, and my piles stay on. I use araldite (a 2 part epoxy).