Its not a perfectly inflexible system, and i'm sure the lockring can play a small role in holding the cog in place, although sufficient tightening can prevent this. But generally, you don't want that to happen. The cog threads are far more substantial than the locking threads and you want as much of the force possible applied during skidding or backpedalling to pass through the cog/hub interface. You do not want it to be transferred to the locking/hub interface, because it would be more prone to stripping.

The bottom line is tighten your **** down to the point that nothing shifts or loosens and you'll be fine.