The locknut and or the steering tube might be stripped. One bump and the headset loosens.
I've had threaded headsets stay tight on an unsuspended MTB for a year between services. This was hard riding by a clyde on singletrack, with jumps and drops. Maybe if the threads get damaged it will loosen up, but mine is/was fine. I think in terms of actual mass times acceleration, a road bike going over a half-inch obstacle on skinny tires puts more instantaneous force on the headset than a suspended MTB dropping a foot. The reason threadless headsets evolved is because keeping 5 different lengths of suspension forks of each type in stock was economically unfeasible.