Neither the Yakima on my car nor the Thule on my wife's rock. You may have a defective bike mount. Did you buy it local? If so, drive over to the shop and ask them to check it out. If not, see if there is a local Thule dealer than can check it out.
I've got the aero bars with peloton trays, and no issues. Anchors for the trays slide into grooves in the bars, and are screwed down from the nose of the tray. Rear end is held down with a bar and thumb knobs which you have to check on occasion. It's been a rock-solid setup.
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