Chances are your loops aren't perfect, thus the loop comes out of synchronization with the other track. That and the CDJ200's resolution is 74fps, meaning that if your loop doesn't hit perfectly on one of the frame markers, you'll be out of sync regardless.
Let's say you're playing a track at 128BPM, that's one beat every 0.46875 seconds. A perfect four beat loop would thus take 1.875 seconds. Well, if you chop that up into frames (of which, each is 0.0135135 seconds long), you get a loop that's 138.75 frames ... which you can't have, so either you're going to make it 138 frames (1.864865 seconds) or more likely, 139 frames (1.87837838 seconds).
As perfect as you can try and be, you'll still be out by at least 0.003s per loop cycle.