I noticed the same when I read up about clomid. I asked my doctor and he said that no, there was no link with clomid and miscarrying, but that there was an increased risk of miscarriage in women with pcos (which I have, and which is the reason many women are given clomid).
Clomid can thin your lining though (which is why the dose is escalated slowly) - which could make it more difficult to sustain a pregancy.
I think the other thing to bear in mind is that women on clomid are, on the whole, very actively TTC. So they tend to test very early, and if they get a chemical pregancy or very very early m/c, they know it....whilst people not actively TTC tend not to test until their period is a few days late. So this might also make it seem higher.
That was just my one doctor's opinion though, and my own rambling....so maybe someone else can tell you different. I was the same as you - wanting to know all the risks before making an informed decision.
Good luck to you!