The Wiki entry on the evolution of biological complexity states that "[m]utations causing loss of a complex trait occur more often than mutations causing gain of a complex trait". There is no inline citation supporting this claim, nor could I find anything of the sort in the bibliography. So I was wondering whether this is thought to be the case and what key work has been done concerning this claim i.e. major papers either for or against the thesis.
While I don't have a citation at hand, I don't think that one is needed. The principle follows directly from the notion of mutation in a complex system. Put simply, once you've got a functional complex trait in play, there are many ways to break it and much fewer that can further improve it.
This fact is often mis-interpreted by creationists to claim the evolution of complex traits is impossible. With a population under selective pressure, it doesn't matter if more mutations are negative than positive, because the positive traits produce many more descendants.
To take a current example, the SARS-CoV-2 virus has an important complex trait in the form of the spike protein that enables it to invade human cells. An infected person produces a vast number of copies of the virus, many of which have mutations that destroy the functionality of the spike protein. So those mutations disappear immediately, while the non-mutated or neutrally-mutated copies infect as usual and the rare improvement in efficacy brings us developments like the Delta strain.