Imagine if the butt cheeks on your doll were cut off - those butt cheeks acted as a wall for the sockets. Well...in this particular doll there are no butt cheek walls, so the legs pop right out. It takes exquisitely careful balancing to make sure she doesn't just dislocate all over the place.
Thick wire will probably help, one owner did some extensive and extraordinary drilling to get the socket more secure. If I knew about this kind of problem beforehand though, I would not have purchased a doll with this issue.