I always run a security cable through the rear triangle and front wheel when I have bikes racked on the back of my vehicle. It hinders opportunistic thieves and also prevents incidents like the one described. I had a front wheel fall off a bike several years ago during transport but luckily it was recovered. Ever since, I have used some form of supplemental retention, sometimes a cable, other times just GearTie twist on ties. The ties are also useful for preventing the crank and handlebars from moving when you have multiple bikes on a rack.