This question turns up a lot on BF. (I can say that with certainty, because that's what everyone told me when
I asked it a while ago!) The answer is indeed precession. What made me understand was realizing that threads and grooves are not machined perfectly, they only touch in some places, there's tiny gaps in a lot of places, and depending on which direction sideways pressure is applied, the metal flexes a tiny bit and the contact points and gaps shift around. Voila -- precession! This is what drives your pedals into your cranks and leaves an imprint, and what tightens your drive-side bottom-bracket cup so that herculean efforts (giant cheater bars, the "Sheldon Brown Tool", boiling water, etc) are needed to loosen it. If the threading was opposite, then the riding your bike would cause these parts to loosen, not tighten.