The reason your prop didn't come off this time is because you used a wrench. You can not get the prop nut tight enough with a pair of pliers. (Unless they're channel locks or something very large.)

Air bubbles in the fuel line are not good, you shouldn't have any. Check for a pinhole in a fuel line somewhere between the tank and the carb (replace the line), or it could be an air leak around the needle valve.

No down thrust could result in the airplane climbing as you add throttle (instead of just speeding up), a lack of right thrust could cause the plane to pull to the left, and could be quite obvious as a problem during take off runs. If you haven't seen these problems, don't worry about it.
Dennis-