I had it happen...Once... Never before, and never since. The scope rail screws sheared clean on my Christensen 7mm-08, and my new Kahles K318i hit the bench... Turns out it was a bad batch of rail screws, but still, shit does happen when you least expect it.
I much prefer integral rails after that, even though I'd never had any issues prior to. Still makes me a bit gun-shy, even on rifles I've never had a single issue with before. Mainly because the cheapest scopes I have are the DNT's at $600... Everything else is $1,000+, some in the $3K-$4K range. After that K318i hit the bench I was pretty pissed off.
Also, as to the gas blocks with set-screws, I prefer both set screws and pinned, but I haven't had any of my set-screws come loose, because I use a shit load of Rocksett on them.