If that were the case, then why would we use terminal blocks?
As Rafiq stated, that is not an acceptable method of connection.
There may be a number of reasons why terminal block connections come loose, including vibration, workers not ensuring that they're tight in the first place, termination of more than one wire in a slot, and others.
Cage Clamp is one manufacturer's means of dealing with such things, though its not without its drawbacks either (not including the general dislike of them by trades).
I'd be looking as to why the connections are coming loose before doing anything else.