It is one on the commonest reasons for loosing a lamb and is more likely to happen with ewes carrying multiples as the lambs are generally smaller so more likelihood of the lambs being delivered without the bag breaking.
The second on twins in most likely to be lost this way as the ewe is taken up with the first lamb, and by the tim she deliers the second, the first lamb is wandering off. She drops the second lamb and then jumps up to run after the first lamb, leaving the second one in the bag. The only way you will prevent these losses is by being there. You can't really blame the ewe in these cases - it is only because she is so intent on her firstborn.
We lost one lamb like this last year - she was one of the last ewes to lamb and we weren't there. Thankfully this year out of 170 ewes we have lost none to this, but there were about 5 we would have lost had we not been watching them.