It was disturbing for me as both of mine of max fell off and my hands were not even handling/gripping the legs either. In my limited experience I find it tends to pop off only when the hip joints are in plane postion, more so when you are fiddling around with the figure other than its legs.
Make sure that you have the legs in battroid-gerwalk position all the way right until the last few steps when you tuck in the legs and fit the panels in place for plane mode. Same thing when you are transforming it from plane mode to other modes, immediately swing the hips to battroid-gerwalk position when you have swung and click the hip bars in place.
The hips are most stable in battroid-gerwalk position and my max does not pop off anymore when I took the above precuation.