Plugs can be more secure, but they also can't.
You don't want plugs to be too secure because they're supposed to be temporary. Plug in fast, unplug fast.
There's a benefit to plugs that come off easily: That's the weakest point. If you kick a cord, the cord doesn't snap, it just comes unplugged. If you make your plug stronger, maybe instead the cable breaks and now you've got lethal voltage swinging around, or you have arcing inside a connector or inside a cable that starts a fire.
There are electrical connections that are more secure used in industry or other places. For example DIN plugs or Brad Harrison connectors.