Yeah, trust me,I was worried about this too when I lubed up my silent 104UB Ducky Realforce, as one slider did have the nub get nicked a little, not even snapped all the way off, and it did fall out, but SpamRay is right, it doesn't hurt anything once assembled as the nub on the slider is at the top of its neck and so it isn't keeping the slider suspended over the dome or anything like that.
tl;dr, yeah, what Spam said. It's just there to keep them from falling out when disassembled.