Yes, of course it's going to happen. The point is that it there is a significant difference between the players.
Here are some stats on this (collected by other people):
https://www.reddit.com/r/tennis/comments/habvu8/big_3_matche...
https://www.quora.com/How-often-has-Nadal-lost-after-holding...
https://tt.tennis-warehouse.com/index.php?threads%2Fmatch-po...
According the most recent of these threads Federer's lose-after-match-point percentage is 1.4%. Djokovic's is 0.2%. Djokovic also has a much higher win-after-facing-match-point percentage. It's hard to claim that this is purely due to randomness.