Oh dear. I think that’s a fairly good reason for it not doing its thing properly!
That is one reason why I object to people calling those “clamps”. They are not clamps at all, and must never be forced, clamped or wedged onto a cable. The core material is ferrite, and it’s so brittle it’s unbelievable. I suspect yours might have been damaged in shipping, and you never noticed the crack. It would have been measurably, but almost certainly not noticeably, different with the broken piece in place, but once it fell out - forget it. It can’t be glued back. It’s time for a replacement. Yours is one of the ‘grey cable’ ones, the new ‘black cable’ are better and the very new (not sure if they’re stocked in the shop yet) and the best so far ones have a black cable and a moulded-on plug.
Thanks Robert - replacement ordered.