Interesting question, keen to see the responses out there.
I've never lost anything - and I've had plenty of kites release on me way out in the ocean. In my experience runaway kites always make it back to the beach (I've seen kiters hang on for their lives only to be dragged out to sea for fear of losing their kites).
I suppose it depends on your local conditions - in offshore winds it's possible to lose a runaway kite.
As far as lost boards are concerned : If you have strong upwind currents it's pretty easy to lose a board. I "lost" a board or two like this in Langebaan where I had to drive as far as 1-2 km's upwind to retrieve my board.
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