As seen in the latest episode 798, where Urouge falls on the ground while fighting Biscuit Knight - Cracker. And the accessory that he is wearing is still in his neck. Why ?
Same reason why marine coat doesn't fall off from their shoulder. Things like those only fall off for dramatic reasons. Like how we see Ace's hat fell when he fought Blackbeard– DarjeelingJul 24, 2017 at 0:47
That is a part of his outfit and in manga and anime a part of a characters outfit only comes of for dramtic purposes i.g. luffys hat, natsus scarf, alucards hat and glasses. It's not a logical or story reason it's just mangaka preference i guess.
Just to add a bit to that answer, remember this is anime people. Anime breaks the laws of physics all the time and this is no different.– CallatAug 27, 2017 at 17:28