These things feel "broken" as you try to click them back, even when they're not.
I've just done the whole "unit out" bulb replacement job and the task of refitting this knob was the hardest part!
Look at the back of the knob and you'll see the 2 sets of tiny teeth that grip the matching teeth on the clear plastic retaining ring. These have to be aligned perfectly. I cut out and stuck tiny bits of masking tape as alignment guides on the outside of the knob and the fascia to guide me, because you lose sight of these teeth as you're refitting the knob.
Put the 2 long prongs back in to their slots, then align your bits of tape, then try pressing (firmly) one side at a time. This worked for me after a couple of goes.
That final click takes quite a bit of pressure.....but don't go mad!
(poster assumes no responsibility for broken HEVAC unit / thumbs!)
