Comment by riskable

They probably are magnetically attached but also feature a latch somewhere to make sure they don't accidentally pop out.

Alternatively they could just be using really strong magnets and tight tolerances for the fit inside the Switch 2. That's a tough thing to get right though because if they make it too tight it'll be annoying to get them lined up juuuuust straight enough to snap in but if they make it too loose they can pop out too easily.