You're right, they do. And I'm certainly no expert, but I have a more difficult time imagining a tire coming off the wheel intact without some catastrophic "blowout" impeding it's ability to smoothly roll than I do imagining a whole wheel coming off.
Leak, low pressure becomes no pressure, various lateral forces encouraging the tire to fold this way and that under mass, and soon enough the tire alone escapes its tormentor (because it’s being bent and pushed in ways similar to those that originally encouraged it to pop onto the wheel) and scurries away toward an unsuspecting fence.