I did the same thing with a dado set except that I lost the nut and had the outside blade and two chippers come loose. One chipper cleared out the zero-clearance insert and the next one came flying out of the saw. Luckily, I ducked when the insert exploded, before the hardware went airborne. One of the chipper's teeth left a big gouge in the table top that always stares at me when I change blades, reminding me to really tighten the nut.
My father had opposite problem with his mower. He had on extra thick, heavy blades that would torque the blade nut down every time he engaged the blades. Because the blades and their nuts could not speed up to the mandrel's shaft speed right away, the shaft spun a bit and rotated the nut threads faster than the nut. When I switched to stock blades, the problem disappeared.