I've seen pedal spindles break, crank arms break, pedals break, and crank arms come loose, but I've never heard of anyone I know have an issue with pedals unscrewing themselves. The reason for the different threading on each side is that the action of pedaling is supposed to tighten the pedal. So you should definitely not have to stop periodically and keep tightening the pedal. Just pedaling should do that for you.
Bizarre. I can't believe it happened with 2 different cranks!