Jazzy,
I doubt it has much to do with resting your thumb, more likely just due to the fact that there's a lot of vibration going on.
If you don't need to adjust them often, you might consider some type of locking compound. For instance, there used to be a non-permanent version of Lock-Tite (not sure about spelling). Or more simply, you could just put a small dab of clear silicone sealer on the threads and that would help a lot (and it cleans up pretty easily).
-Bob