Before my ride last night I cleaned the chain and gave it two coats of lube, working the first in before applying the second. Then I tried to throw the chain during the ride. All was well and the chain didn't drop.
Previously, I had done a couple of rides in the rain and I suspect the chain was stiff and under lubed. Road grime and water had scoured the lube away, and I didn't lube enough after each wet ride.