They snap together with two little pieces pretty snug. You'd have to give it a pretty good pull to rip it off. But as far as easily just coming off with everyday movement, no. They fit similar to a watch. Might be a little weird feeling initially when you put them on, but after a few minutes you don't even feel like your wearing them.
If somehow you were to lose one, I'd imagine a trip to guest service would handle it. Idk if they have extras there or if they'd want you to buy an extra band from a shop and then they'd be able to transfer everything to the new one.