Yeh, as Adrian says there's supposed to be a small spring system inside each cylinder but by the sounds of it your one doesn't have them or they're exceptionally weak.
I think your model is new but it's just been another QC fail from Norscot.
The underside(wheels, steering, axles) of my Norscot 795F is basically a bag of loose bolts so I bought the Diecast Masters version and what a difference.
I'm guessing you may have to try and access the cylinders and put little springs in so hopefully someone on here can give you some info on how to do that.
Scania V8. The best sounding truck in the world.