I don't believe the contact faces of thru axles have a serrated or machined surface to improve 'grip' - but I might be mistaken ... only have one bike with thru axles
Rowan's mention of slots or machined surface on a QR do not apply in your case (if the bike has thru axles)
the threads on your thru axles and/or the dropouts on the commuter bike might just be a tad 'loose' ... might be more common on thru axles with a 1.5 thread pitch (compared to a 1.0 thread pitch) ?
thru axle obviously has merit - but threads in the dropouts ... I dunno ...
Yes, I've never seen machining on a TA. No obvious slop in the threads. Don't know the pitch offhand. I would think putting axial load on the system with the clamp would de-slop it, but what do I know?