If it goes on easy, it will come off easy, especially in rough country, where you really want it to stay on.
Yeah, this is the first thing that came to mind for me too. Still, if you're going to use a clip-on carrier, get one with a stout clip that is a beotch to remove. This will give you a better chance of retaining the tool after a tumble or simply pushing through heavy brush.
Take a look at the egregiously named
RipOff Holsters. Even better, try to find a carrier that uses this kind of clip:
These clips are more common with holsters & magazine carriers. They are made of very tough spring steel that pretty much requires 2 hands to attach and remove, and they're about the most secure clip design around. You could put one of these clips on a
MOLLE magazine pouch and have a very secure setup for your Leatherman.