There is something wrong here, and it's not you. I've been known to drop a stitch if I take a curve too fast, but never has my walking foot come off under any circumstances. If you have a friend who is a good quilter and knows your machine, I'd have them look it over first. If not, take it to your repair person and tell them what is going on. If you know you don't have the right walking foot for your machine, well, there's your problem right there. Just get it checked out in case you've damaged the shaft by over-zealous tightening, or a walking foot assembly that wore too much on the shaft.
And don't blame yourself, whatever it is. No place for guilt here. As it is, I use 3 different kinds of feet on my machine, because they fit, and they work, and I hate to throw them out and buy expensive replacements. But if a part started giving me trouble, it'd be out in a heartbeat, because my machine is far more important (and expensive) than a part.
Good luck to you!