Try using 2 sliders if you still have a problem. We often visit water parks, where the sliders are pretty much a necessity if you don't want to lose a band in the wave pools.
FWIW, my DH is left-handed, and he tends to put the band on in such a way that he can't then move the slider over the spot where the band fastens; if you only have it on one thickness of the band it won't do a darned thing, and in fact probably makes it more likely to come open. I find that if the slider is kept on the side of the band with the holes, it is easier to then slide it over the part with the pins; do it the other way around and you are much more likely to miss getting both parts of the band securely into the slider.
WDW has at times offered freebie Annual Passholder sliders; but they don't always have them at Guest Services. I really like having those, because they always alert store clerks and waiters to remind us to use our discounts.
Also, if you really are driven nuts by losing MBs, you can take the RFID "puck" out of the center and get a lobster-claw type clip-on rubber fob holder to put it in. Some people clip the fobs onto belt loops or watch chains, to backpack straps, or to lanyards worn around the neck. It's also kind of popular with local AP holders to put the fob on their key ring; they always need their keys because they drive to the parks, and that way they always have the fob if they decide on a spur-of-the-moment visit.
If I were at the parks without a slider, I'd ask a clerk for a rubber band and loop it multiple times around the pin-end of the strap so that I could use it as a makeshift slider.