Yup, my clip's come off on its own before. Why? It's simple, tense the leash and rotate the clip. If you get the angle right (depending on shape), the clip hits the other side of the loop which then opens it and off it comes. Worse, it sometimes just sits there half open, waiting to spring off at the worst moment!

Would really love to hear more about people's leash preferences!
I'm waiting for a different hook / bar / leash set up - one which has more of a rail around the body. You read it here first!