Whenever there’s ample evidence that Home Assistant issues a turn off or turn on command but the device fails to turn on/off, then it implies there’s a communication problem between Home Assistant and the physical device. The fact that it works sometimes but not always is yet another indicator of a communications problem.
The device occasionally fails to receive the command due to marginal communications so that’s where you will need to focus your attention. Given that the two lights use different integrations, you will need to improve your Lutron and Zigbee networks.
Here’s a good guide for Zigbee:
I’m unfamiliar with Lutron Caseta so hopefully someone else can provide guidance.