I understand that fear, however I think that comes down to the quality and design of the holster. I had the same thing in mind when I was researching ankle rigs, as I walk (when late, RUN) and take public transport for the majority of my commute.
I have sprinted a number of times with mine on, and have never felt insecure nor lost it. It is all about the retention, I'd say.
As I've mentioned previously, I wear a Bianchi Triad. It has an achilles cutout for freedom of movement there. It has a "dimple" for the ankle bone, which is then utilized as a pivot point. Its got two x-leg retention straps, and one that adjusts the angle of the gun on your leg. Lastly, it has a very stout (but easy to unclip when needed) thumb strap for retention.
My *only* complaint is that the mag release has gotten released once. That, because I over-tightened the rig when i was less comfortable with it.
So... longwinded reply but simply, its all about quality design and weapon of choice for carry down there.