Yes, it is scary but they don't come loose. Each stitch is made by the top thread going round the bottom thread as you know. It is just a line of stitches but 'running on the spot' as it were. You know how hard it is to pull a thread out unless you snip it a few places first.
It's the commercial ones that come out. They just use one thread, push it through the ends alternately and hope the friction will hold it. (which it often doesn't, for me)