I have 3 Berettas, all with Optima extended chokes ( + a few aftermarket OEM Optima chokes in different constrictions ... about 25 in total ) THEY ALL WILL LOOSEN WHEN SHOOTING ... the cleaner they are, the more prone they are to loosen-up. A choke that's been in a particular barrel for a while, say a Lt. Mod left in for a whole round of Sporting - likely won't be loose after 40 or 50 shells go through it ... in fact, it may be a little sticky to remove.
I routinely check the chokes for tightness after each station or two ... sometimes they need a little snugging down, sometimes not. What can it hurt. After a while, it's just automatic.
A little oil on the threads wont hurt ... no teflon tape, no grease.
Clean the threads when you clean the barrels/chokes. Even with "premium"
shells, the chokes will load-up with plastic residue that needs be removed occassionally.