Lol. That sounds like the guys that flip their mud tires around backwards and claim it works better that way.
Thread locker is designed and engineered to hold fasteners with a certain level of strength. This is also why they make multiple strengths of loctite- the red is considered permanent. The blue is designed to be removable, and allows the fastener to be reused. What would a small screw look like after you removed it if you coated it in nail polish? Or crazy glue? Or whatever other crap you decide to put on it? How does nail polish hold up to heat, or moisture, or certain chemicals? There were all considerations when they designed thread locking compounds.