Let \( f: \mathbb {R}^n \rightarrow \mathbb {R}^m \) be a \(C^2\) definable map in an o-minimal structure. We prove that the Lipschitz-Killing curvature density at infinity \(\Lambda _k^{\lim }(f^{-1}(t), \infty )\) of the fibers is locally Lipschitz outside the set of asymptotic critical values of f for \(k \ge 1\) . For \(k = 0\) , it is locally Lipschitz outside the set of generalized critical values of f. This reinforces the recent result of Dutertre and Grandjean, where only continuity was achieved.