One of the key things is that the clip that secures this connecting link has to be fitted against the (clockwise) direction of travel, meaning it will naturally be 'kept in place' by the movement of the sprocket. Assuming that was indeed done, the only thing I can think of is that it wasn't seated properly when fitted - not 'clicked' into place tightly as it where. The other possibility is a manufacturing defect, that the clip was just too loose from the start.
(Last possibility that comes to my mind, but remote, is that the engine backfired/somehow 'shuddered', which unseated the clip.)