Never used the self-stick cove but I have used spray adhesive on tiles when they don't stay down.
Spray wall and back of cove and let set til tacky. Make sure not to get overspray on walls/floor. That can get messy if not cleaned up quickly.
There may be some residue on the walls that is not allowing the adhesive to grab. What are you using and how are you applying it? I prefer the trowel on adhesive that flashes off, similar to rubber cement flashing off. The stuff that comes in the tubes never really worked for me. I think it's a HO gimmick.