I have bagged hundreds and hundreds of apples for the past several years. I hardly have bags fallen off. I have had bags dropped because apples aborted but the bags on the ground remained tightly zipped.
To me, the key is the locking system. How well it locks. You can feel and hear the sound of it. When a bag falls off, it usually is because the locking system does not work properly.
I use the Zip Lock brand. I have read that people have success with Walmart and other store bought brands.