They can come loose and fall out in the weeds.
Nonsense. Lies. Fantasy. Whatever. SPD cleats are attached to the shoe soles with two bolts. Allen bolts. They are about 1/2 inch long. If they got loose, the cleat would wiggle and squirm for miles and miles. Anyone would notice this. You would immediately stop and see your bolts are maybe coming loose. You would then get out your 3mm Allen wrench and tighten them. When you got home you would take the bolts out and reattach them using blue Loctite. They cannot fall out by themselves without you knowing they are going to fall out for hundreds of miles before they fall out.
No need for the condescension. it hasn't happened to me but I did meet someone stuck at the side of the road who said he had that very problem. Perhaps I should have told him he was dreaming? I can see how ONE bolt can come loose and well fall out while the other one remains tight then the other one starts to work loose... And there is nowhere near half an inch of thread engagement perhaps 3mm. or so. The bolts themselves are only 8mm long
and that includes the countersink part.