You need to do a few test runs cutting air and check if the head is dropping. Do this by setting to a accurate height gauge of some kind that you can move while cutting air. This will eliminnate the tool being pulled from the collet.
Don't home the machine after the test but send it back to Zero work coordinate and check it goes exactly back to same height it started.

Do this several times to be sure if it's dropping or not.!

If it does drop then I suggest you contact the supplier as there are many things that can cause this to happen. Electrical noise on the signal lines could be one cause.? Esp if it's a random happening.!! . . . . Does it happen when something around the machine is turned on IE: compressor etc.?