Why do dogs lose their nails?

It could be several different reasons, a damaged nail, a nail that had been caught on something. A nail infection etc or an underlying medical issue.

My experiences with nail loss was due to either an infectious agent, an autoimmune process or a traumatic incident.

Not necessarily. Sometimes a nail will "shed off", especially if it grows too long. As long as it doesn't break off, exposing the nerve and/or making the nail bleed, everything should be fine. And if it is bleeding, you can use flour or corn starch on the end to stop the bleeding. If that doesn't stop it, then the dog may need to be seen by a vet.