I always felt the strings (high and low 'e') were way too close to the edges on Fender guitars. If you know a good tech you can get him/her to make you a bone nut and tell them exactly what spacing you want (the low 'e' brought in a little) and if they're good, problem solved. That being said I had the same problem with a strat (only the high 'e' was slipping off) and I was prepared it to give it to my tech to have the nut replaced. Long story short, the thing got delayed so long that after a while I realized I was no longer slipping off the neck. My playing adjusted to the neck. So if it's a new strat give yourself some time. It's frustrating at the beginning but will probably go away in time.