I mean, she wasn't really wearing it properly, so it was bound to fall. But it raises a great point of how many people actually know how to wear one properly, as you say.
From what I've seen at parks across Europe, and from people I've spoken to, you can easily wear masks on rides and have them stay in place the entire time. And let's not forget people have done this in Asia before coronavirus anyways.
It's not something that any park could really do. To commission such a study would be very expensive. It would be difficult to find people who could do this (ie - are properly qualified to give an opinion and conduct any research) as well as people who would (anyone who could would likely be putting their efforts into something which has wider appeal / more useful to the public).
Also, such a study would be insanely difficult. People are less likely to cough or sneeze whilst a roller coaster is in motion, so that means you need to focus on studying people's screams and breathing. It's less known how droplets spread during these situation, as generally speaking there's less droplets and they're less regularly spread out. You then need to take into account the speed of a ride, direction of travel, etc. As these things are ever-changing, it means you have to do millions more calculations compared to, say, how you'd model it for someone riding a bike.
As a result, any study that could be conducted would likely just reaffirm the benefits of wearing a mask (in that it would use the same ideas as in any other study of motion, from riding a bike to standing still), and demonstrate how a suitably fitted mask can stay on whilst riding a ride. And why bother with a study to show that?