There's no immediate harm running with CIEMs in, but please remember that balanced armatures, and the tubing that connects them to the canal output of the CIEM, struggle to cope with high levels of moisture. This can lead to problems with sound quality.
When you run, you are much more likely to generate sweat, even in your ear canals, and this can easily make its way into the CIEM output tubing and, eventually, the balanced armatures themselves. This is why it is generally not recommended to run/exercise with balanced armature CIEMs. Much better to exercise with universals with dynamic drivers.
But it's your pair of CIEMs and it's your life, I'm not trying to tell you what to do; just giving you a friendly word of advice.
You might also consider buying a hearing aid dehumidifier box, to dry your CIEMs tubes and components.
Anyway, I'm really glad you like what UM have made for you!