Seen it happen plenty of times, usually its a limp wristed tech. Working at Dave Gill you could go into history when one came back for that reason and it was always the same person. They are supposed to be tight, and on a lot of cars they are hard to get a good grip on and that's why I have a filter cap wrench to give it that extra half turn when I can't get a good grip. I'm not saying to take a wrench to every one and crank the fucker down, but they need to be properly tight.
The shop you took it to likely has some idiot unexperienced lube tech making $8 an hour and doesn't try very hard. This is precisly what Dave Gill uses as most dealerships, so be prepared to deal with this type shit. Guys making good money get the good jobs that they are qualified for, and low rent inexperienced guys end up doing your oil change, shitty reality of most shops.