I think it important to ensure any roof lights are securely latched in the fully closed position. If they are it's difficult to see how they could be damaged/ripped off by wind, they survive being towed into strong head winds! (Admittedly that wind is in a specific direction) We have all seen caravans with rooflights open whilst being towed, so they were clearly not fully secured before setting off.
To tape them down you would have to get up onto roof, ensure the roof is spotlessly clean before applying any tape, and then access the roof again to remove it all.