Without disputing the benefits of threadless headsets...
Out of curiosity, wouldn't it work to put a spot of blue Lock Tite on the race and the lock nut? Since the upper race is effectively just a specialized nut it would seem like it would work. You would need to pretty much adjust it right the first time, but it could provide some benefit.
And in thinking about this specific case, and the ease with which it loosens, I would also suspect there might be something else at play... Perhaps something like an ovalized head tube.
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Slow Ride Cyclists of NEPA
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