The guys who say they've never had a problem have just been lucky.
I never had a problem before either with any shotgun I ever bought, maybe 20 of them came and went over the years.
I've changed nothing about how I clean and prep my guns.
Having said that, the last two shotguns I bought have this affliction where the chokes come loose after a few shots.
Interestingly both of these guns have extended chokes, which I'm beginning to think might be part of the problem.
One is a Beretta A400 and the other is a Rem 1100 = two different manufacturers = same problem.
Now, in an attempt to cure the issue, I did clean the Beretta choke threads with brake cleaner and degreased the chokes too. I put the choke in using some anti seize compound (which may seem contrary to logic, I need seize not anti seize right?)
Anyway, the problem seems to be getting better with the Beretta. Is it the anti seize or just that I put more rounds through it and blasted some crud into the choke threads.
Personally I think its the crud.
All I can suggest is that you clean the threads real well to remove any lubricant, and then just put a light coat of anti size.
When you put the choke on, don't tighten it much.
I mean leave it just barely finger tight.
The reason I say just barely finger tight is to invite the crud into the threads when you shoot it.
Keep an eye on the choke - re-tighten it as needed.
Eventually you'll get enough blow by into the threads that it will stop coming loose.
After that I think the problem will stabilize.
Another idea...
I saw someone post somewhere that you could try painting the threads on the choke with nail polish. After it dries it will help bind the threads.
I have one more thing you might want to try...
Crank the choke on fairly well, I mean don't over tork it, but make sure it's firm.
Then go shoot it, and each time it comes loose, tighten it again, real well.
I have a feeling this could help "Seat" the choke in case the surfaces are not netting out well, possibly due to some sort of concentricity issue.
If anyone has a better idea, I'd sure like to hear it.