Yes, this happens to me. The problem is that the arm on the walking foot, which takes its power from the needle bar, is resting on the screw that holds the needle in place. That is how the system is designed. Anyway, the action from the walking foot lever causes the screw to loosen, and finally the needle drops out and breaks during the sewing action. You are right that speed is part of the problem. What I do is stop and check the needle screw frequently, giving it a turn tighter for good measure. If you do this, you can feel when/if it starts to loosen up.
I also sometimes have a problem with the screw that holds the walking foot to the needle bar. If it loosens too much, the walking foot will wobble, and the needle can hit the foot, causing a break.
Dayle
In general, I don't think we should be trying to run our walking feet as fast as regular sewing. I use a Pfaff 130, and that machine can go fast. I have to slow down some with the walking foot on.
Dayle