If I improvise the definition of Integrity to meet this scenario it means:
To be True and to be Complete (i.e. You know what is happening)
So with regards to References about Relationships between tables in the database, I have Referential Integrity when I have a True and Complete Picture of all my relationships
So how do I end up loosing Referential Integrity?
Usually when something is deleted
The FK to PK relationship helps us maintain Referential Integrity
Loss of Referential Integrity puts you in a position where you cannot trust the data