For the record, that happens on Taurus's a lot. That's pretty much the ONLY problem I've ever experienced with their all-steel revolvers, but it has happened to every one of them I've owned or had much experience with.
Pretty simple to deal with. Either drop a dab of loc-tite on the threads one of these days, or just be conscious to double check that from time to time. while shooting. Pretty similar to making sure your broadheads or field points are snug into your arrows before you shoot. Really not that big of a deal.