The same thing happened to me.

To prevent in the future do the following:

Install your new tail piece on the existing muffler and tighten. Drill a small hole through both pieces approximately 1/8" from the joint. The hole should pass through the threads. Tap the hole for an appropriate sized allen head screw. Apply loctite to your screw and tighten it to the muffler.

No matter how much vibration the screw will not let the tail piece come off.

Sean