Looks like the peg 37 has the same heel slipping problem (which I experienced in the 36).
The shoe is cut too low around the ankle. Yeah you could buy new laces (the ones that come with the shoe are too short to use the top eyelet and double knot) but the cut of the shoe is fundamentally wrong and will lead to injury.
https://www.believeintherun.com/2020/05/01/nike-pegasus-37-performance-review/