I've experienced this too. If you have some iffy Amalgam fillings that would probably come out soon anyway, after you start pulling regularly they can fall out.
That's probably a good thing as it saves having them removed, but it doesn't happen all that often. I've had every tooth in my mouth filled most twice (my childhood dentist had a high mortgage payment).
Only one or maybe two fillings ever came out (unfortunately) after oil pulling..over the last 10 years. So it's not like you lose all your fillings.