I'm not certain why you seem to blame the bung for this issue. If I'm reading you right, you say the stem hadn't moved, but the headset had become loose. If the stem hadn't moved, the bung also could not have moved, so whether it was slipping or welded into place makes no difference. Similarly, since a star nut has no locking facility on it's threads, it can't be trusted to hold adjustment any better, even if the anchor end is more solid.
A couple of thoughts arise. You might have gone out of adjustment because your cups or crown race weren't seated perfectly. The difference between too loose and too tight is thousandths of an inch, so even a careful visual inspection might have missed it. Or if your headtube faces weren't exactly parallel, the races could have started tight, but seated more over the first few miles. A loose-ball headset could have been brinnelled in an impact, a cartridge set may have a bad bearing that found some slack. I wouldn't expect it to happen every 100 miles, or to already worn-in gear, but if this was any part of a new installation (other than the bung) it would almost be expected to need an adjustment (and possibly several) within 100 miles.
You seem to say that it slipped when you had adjusted it with the bung, but stayed in adjustment once you've installed the star nut and readjusted. That's probably true. The error is your conclusion is that it would not have stayed in that same adjustment had you used the bung for the readjustment. It might be (and is, if your descriptions are accurate) simply a coincidence that you finally got the rest of the parts seated at the same time that you installed a star nut.
As for the bung being hard to work with in making an adjustment, that's not too surprising. It was designed for carbon tubes, which have both a smaller internal diameter and a less-slippery internal surface than your aluminum steerer. They are typically made to suit the specific diameter of a manufacturer's tubing, so if yours had been designed with a particularly beefy tube in mind, slipping would be nearly guaranteed. All the more so if you didn't scrupulously remove the lubricant that would have been present in the manufacture of the steerer.
I'm NOT starting a "you don't know what you're doing" thing here, because I don't have any way to gauge your experience or see your work habits. But adjusting headsets well does take some experience and some patience. If this is newish territory for you, it might simply be that you had been making the adjustment a bit too loose with the bung, but close enough that you didn't notice it until you were riding. A "slippery" bung would have made proper adjustment nearly impossible.
I have long since stopped using either to make the adjustment. The threads on the cap screw are too coarse (in my opinion) to effect an accurate adjustment easily. A good hard lean on the stem cap with the screw out can be used to make the adjustment with a little bit of practice. (There's an article on Sheldon Brown's about exactly how, if you're interested.) I then re-install the cap and screw, as a bit of insurance.