I also make practice of always loosing and re-tightening when I take the gun back out to shoot.
Good idea. Also a good idea to check the tightness of them regularly when shooting. I can't tell you how many barrels I have seen sent in to CompNChoke that have had the end blown off, or irreparably damaged, because of loose choke tubes. Most don't understand what happens with a slightly loose choke tube, but here it is. As the tube loosens there grows a "gap" in the bore between the back end of the choke tube and the front end of the counterbore. This allows plastic to be shaved off the wads/shotcups on every shot. These "shavings" begin to pack underneath the rear edge of the choke tube, building up with every shot. Eventually, the buildup reaches the point that the next payload sees it as an obstruction, and the rear end of the choke tube curls inward causing even more of an obstruction. It doesn't take much imagination to see what happens next. A ruined barrel is usually the result.
Some thread patterns loosen more readily than others. IMO, the longer it takes to screw in, or out, your choke tube, the harder it is for the tube to back out on it's own and potentially cause an issue like this.