I won't pretend to know that much about chucks, but I'll add my experience, too.
First, I seat the chuck a little harder than John and Al on heavy bowls and for the Mega-jumbo jaws. I think every lathe has a different amount of resistance when you turn the lathe off. My General has a fair bit more resistance than a dream machine like the American Beauty. So if (and when!) I don't seat the chuck with a little gusto, heavy things just want to unthread and fly off. I'm fairly certain this would not be the case with a higher quality lathe. A person could hypothetically create this scenario, too, by overtightening the drive belt.
Another precaution on the Megajumbo jaws is to leave the tool rest fairly close to the bowl, just in case it decides to come loose. If the tool rest is there, it will prevent the chuck from unscrewing all the way. Of course the Megajumbo jaws have a fair bit of material far out there, and thus more potential for momentum.
So that's my own rule of thumb: How much potential momentum does the chuck and bowl have? If it's a lot, I seat the chuck by hand with a little extra momentum while turning. The plates on the Megajumbo jaws make uncrewing the chuck pretty easy, so I don't worry much about a little extra tightening.
The second thing I've learned (the hard way of course) is to turn the empty chuck on a higher than normal speed after lubricating, and stand to the side for any tiny droplets of lubricant. So yes, go sparingly on lubricant. And yes, dust loves oil.
The final thing to add: since I turn in a wet environment and my greenturning can throw some water, I consider how much water has gotten into the machine screws holding chuck together. I usually take my main working chuck apart after a week or two of moist rough turning to keep the bolts from corroding into the chuck body. (Also learned that one the hard way.)
Sorry for the novel-length post!