I've used A-Head sets / Threadless on various threaded forks with no problems. I had considered if the grooves in the thread could be a weak point, but then they have to take the stress of being pulled apart when a threaded headset is locked-up. And the quill stem tube isn't perfectly snug, so that wouldn't protect against fatigue.
Still, it's a weak point against non-threaded - you could always slide a tube down there, on a deeply recessed star nut, if you were concerned about that (22.2 for a 1in steerer, 25.6 for a 1.1/8).

The only other thing is clamping the stem on the thread. The 1in stem on my Merlin has been clamped onto thread numerous times, and has no damage to it's clamping surface from it.