If you didn't shoot it loose... you aren't shooting it enough
As mentioned, there are other methods to keep little pins/screws that are prone to "backing out" in place, staking, rivets, roll-pins, recesses cutout so that neighbouring springs can lock them in place (my Favourite method - shows real ingenuity of designers).
If nothing ever came loose none of these methods would have been invented.
If you ever carefully analyze any part on a firearm you will see that every pins/screw responsible for holding something together is somehow locked in place by design.
But of all methods, threads are the most elegant method (after pins which are retained with neighboring-springs). Threads are beautiful, aesthetic and can be removed countless times with ease and very low risk of damaging the surrounding areas (try that with a roll-pin or staked in part).
The weakness of course is that because they can be removed/re-inserted countless times without damage, they can also eventually come loose. In comes loctite.
So before you state "My Beretta Extractor pin has never come loose" notice that it is a tightly wound roll of steel. Hammer it out, careful not to damage the slide, then look at the hole and see the damage that was done when the pin was first installed. Minimal, but definitely more than inserting a screw with threads.
That is the only point I am wanting to make. If anyone wants to make a correlation with loctite and US made guns, well, how many parts have threads vs how many parts are pressed/drifted into place? A part that is hammered into place obviously has a lot more tension on it keeping it in place.
Again, not a difference in quality, it's just a different design. Don't hate the loctite
An XCR is definitely on my to-own list.
Hopefully this can put things to rest.
Loctite is not meant to keep something with stripped threads in place or a wrong sized bolt in place... these are totally different things. I guess the ability to strip a thread would be the only CON with threaded items, but, minimal as long as the installer is fairly competent; this would be another advantage to hammered/pressed in parts (very difficult to mess up if stripping threads is a concern).