Never lost a bead in mud, but lost one on rocks/rocky trails.
Now one time for the number of times i've been out is a low percentage, so I still don't run beadlocks, but do have a high flow regulator in the air tank to reset them if they do go. Just haven't decided to spend the money yet and get them.
I have lost two sidewalls to sticks/debris, making the risk of side wall puncture higher than rolling the tire off the rim. The answer here? a better tire. As in a non radial.
2001 XJ, D44's 4.88's 35" truxs, detroits front & rear, 8+" lift, alloy shafts, master craft seats, 4 points, and the list goes on and on like most of us.