You can crank down on the set screws all you want and they will feel tight, but if there isn't the specified contact between the set screw threads and the female threads to provide sufficient friction to prevent backout, the screws are going to come loose. I guess this could happen if one cranked down too hard on the set screw and deformed the soft aluminum female threads. Or they were not properly formed to begin with, perhaps a slightly too large pitch diameter. But easily fixed, if a new unit, then a manufacturing defect and Monster Mill would be happy to fix it, I'm sure. Again, minor problem related to soft aluminum being used for the housing, easily fixed.