I have been cycling for 40+ years and tens of thousands of miles. During that time, I have never worn out a threaded headset. However, I did have a threadless headset (Campy Chorus nonetheless) become brinelled about a several thousands miles. Threadless headsets do have some advantages, but my personal opinion is that manufacturers switched to threadless on road bikes simply for cost and simplification of their processes rather than functionality. I personally feel that quill stems look nicer and are much easier to adjust. Threadless stems look clunky and graceless on most road bikes, but I have grudgingly adapted because manufacturers have shoved it down our throats. The whole planned obsolescence thing that the bike industry thrives on.