Grog, as far as I know, pedals pulling off is pretty rare. However, since the same pedal has come off of two cranks, at this point I'd replace the pedal. That pedal may be a slightly smaller diameter than it should be, or have improperly cut threads, causing it to not be secure in the crank arm. I do know that Campy Records cranksets in the 1970 came with very poor threading, and we learned to run a tap through a brand new crankset before installing pedals. I know one person who crashed when a pedal pulled out of an expensive Campy crank in the mid 70s. Recently, having worked in a bike shop for 3 months now, I've seen 2 pedals strip out of cheap department store bike - but likely those bike were never assembled correctly in the first place.
Oil is good, grease is better.
2007 Peter Mooney w/S&S couplers/Terry Butterfly
1993 Bridgestone MB-3/Avocet O2 Air 40W
1980 Columbus Frame with 1970 Campy parts
1954 Raleigh 3-speed/Brooks B72