Lezyne Road Drive user here...

The flex hose that came with mine has chucks on both ends. One is thread-on Presta, the other is push-on Presta. One end of the hose has a built-in wrench for Presta valve cores.

Before I put a new tube in my saddle bag, I make sure that the Presta valve core is tight.
When I use the pump, I usually use the thread-on chuck. I don't tighten it more than necessary when installing it.
After inflating, I use the push button valve on the side of the chuck to relieve the pressure in the line before removing the chuck.
So far, so good when it comes to not inadvertently removing valve cores. I do carry a couple of spare valve cores in the saddle bag as a backup.