I have also wondered if there is some sort of a retaining system that could hold the R8 collet and the Haimer together.
Not sure if the spring collets are fully hardened or if there is enough annular material, but maybe drill/tap a hole with recessed grub screw to just kiss the flat on male arbor? Even if it slides down when un-sprung during spindle removal, it cant drop because of the milled notch.