Originally Posted by Spats
That's the case no matter how far you tighten the skewer. They're open at the bottom (which is why they're called "dropouts"), so the only force holding them in is a pinch from the side, bolstered by the little safety bump.
When you've got the bike on a rack and are either making turns or driving on a rough road, the bicycle is getting rocked side to side with great force, alternately pulling *upward* on each dropout. This never happens when you ride, because any such force would mean your front wheel got stuck on something or is sideways to your direction of travel, and you will crash violently 0.05 seconds later. The front dropout is not designed to hold the wheel on against such forces: older bikes don't even have the safety bump.