I have yet to be bitten by this, but I can imagine the frustration of having a valve core go flying off into the grass on the shoulder of the rural highways I ride.

I don't use any threadlocker, but I do make it a point to check the tightness of the valve core whenever I put a new tube into my saddle bag. When using the pump, I don't tighten the chuck much more than necessary to get it to seal, and I use the bleed valve on the chuck to relieve any pressure in the hose before removing it. So far, so good.