I use the unthreaded stems on my road bike myself not because of that but because I like the Michelin tubes.
While I do also have several of the threaded stems which are on some of my other bikes because get them cheaper like my commuter.
I have never had a problem with the smooth stems slipping off while pumping up my tires also.
Use what ever you like if the price is right their is no real difference as far as the stem goes.