I have sanded a lot with it and used about 70 blades, and never had a blade fly off or fall off. Contact Bosch support.

I know the problem from the PEX 300 AE. That was also the reason why I bought the PEX 400 AE. I don't have any long-term experience with the PEX 400, but it works at the moment.
I think the reason for the grinding wheel flying away is that it rotates too quickly, especially without a load. (Possibly ball bearings)
I have already replaced the oscillating plate on the PEX 300, without success. Now I test each abrasive paper shortly before use to make sure it sticks well to the Klett disc.

There really seems to be something wrong. I assume that the surface is cleaned of sawdust/dust etc.. On my machine (always put the sanding sheets on with the help) it works perfectly and also sticks very well.

Do not misjudge and do not exert too much pressure.

Most of the time, grinding is done with too much pressure. I used to do that too and had the same problem. Then I replaced the sanding disc once and now it works much better.