I had the same thing happen to me at first. I started correcting this by removing the visor from the holder and swinging the visor back towards me and twisting it up a bit more and then while keeping it in that position sliding it back to the bracket. Doing it that way it would stay up tight to the headliner.
Now it seems to stay up much better on its own without having to do that.
They go bad easy from what i've heard. Mine are both shot, i'm buying new ones. It's a pain in the ass! i would put paper in the pinch thing that holds it and it would stay up. But i broke it so now i had to buy a new pinch holder thing and figure screw it i'll buy new visors.