I think a lot of places teach you to leave stone on the client's back when they are face down because of all of the photos showing one or 2 nice neat rows of stones on the back in magazines, not because it really adds to the treatment. I think it's the same thing as when you see the blissed out face of the client with their face truned to the side in magazine photos for a massage - no-one is ever using a face cradle. What works for photos and what works in the real world are not always the same thing.
Most of the older styles of hot stone massage (LaStone, Sacred Stone, Healing Stone Massage, etc) start with the client face up lying on the stones. That really does melt the back muscles before they turn over, but it makes for a really boring photo. Massaging the back and then leaving stones on the back doesn't do much more melting muscles - you've already massaged the area, you're probably not going to go back and do deeper work, it's just a lot of what is expected rather than what is required for the outcome. If you know the stones are going to slide from an area, don't worry about putting them there, just make sure they are well covered to keep the heat you've applied in. You can always put stones on top of the drape and they will be a bit more secure, though probably fresh hot stones from the heater would add more heat through the drape rather than the stones you've worked with. Even with the drape you will probably find stones slide off on some people, so you don't bother putting stones there. I use a sheet with a very wide bit folded back and will place stone in the fold, that way if they do slide towards teh head, they don't actually get out of the folded bit of the sheet and hit the client on the head, though they ca still slide out the side.
Placement stones work best when they are placed before you work the muscle, because they then do the work or melting the muscle before you get to the muscle. Placement stones placed after the work has been done aren't helping the work on the muscles, and I have to say particularly if you are using the hand carved Rub Rock sets - the stones are so light weight they hardly get into the muscle anyway when placed.