The only time this ever happened to me was when using a sleep cover with a little flap that closes over the edge. When closing or opening the book, unless you pay particular attention to holding the flap, it would brush against the screen flipping the pages.
But with a normal book-type cover without a flap, I've never had a reader lose my page before. But all readers should also have a bookmark function as Tarana said, you could make it a point to set that when closing, then remove it once you resume reading.
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