Headset spanners are 250-300mm long and the locknut and adjusting nut need to be tightened against each other quite hard. Are you doing that? ‘A loose-fitting tool can round out an aluminium locknut’ is how hard I tighten them against each other. That headset has very short spanner flats, which limits how much you can lean on the spanners.
There are a few gotchas that can result in a loosening headset e.g. locknut bottoming against the top of the fork rather than tightening against the adjusting nut, though that particular situation is unlikely with a rubber seal on the locknut. If the head tube is not faced parallel and the cups aren’t aligned, it might be impossible to stop the headset loosening.