On 2 occasions now I have found one of these missing . 
…fortunately without dire consequences.
I am always very careful to replace them correctly and double check before replacing the wheels.So whats up? 
Do they lose their “spring” and fall out if so they should be replaced regularly?
Front or rear?
This might sound like a daft and obvious thing to say but I’ll say it anyway.
When fitting the R clips, the top of the R should be facing against the forward direction of rotation.
I.e. So they get knocked on not off if that makes sense.
Just my 2p 
It’s never happened to me but I’ve known a rear clip to fall out and I always have to bend the fronts when replacing front pads.
Ian 