No, we've never any issues with them falling off. The tabs are hard to snap into place and fit really snug. One thing that could make them come off is if they are caught on something. Children have a habit of sliding their arms on things as they walk, and if so, can see how they could catch the ends of the band and they would snap off.
Make them more aware, or as I saw some parents do recently, as soon as the family went through the entrance of the park, they gathered the bands and put them away. Only need to be used in the parks for FP's. That would sure solve your problem!!