I stopped buying other brands of pumps after my first Lezyne hand pump. The thread-on connectors are part of it; as you say, they work reliably. The smooth, reliable performance of the machined aluminum is another factor. Most of their pumps work equally well with Presta and Schrader valves.

The one supposed downside of thread-on pumps is that Presta valve cores can inadvertently come unscrewed. I've had this happen once, and it was certainly a problem. However, the cause was that the manufacturer of the tube hadn't screwed the valve core in tightly. Since then, I've checked this before packing spare tubes, and now I carry a tiny little plastic valve core wrench. Many Lezyne hand pumps have a notched ring that is intended to serve as a valve core wrench.

I'm converting to Clik now, and it's partly because Lezyne has started producing Clik-specific pumps, as well as items to retrofit existing pumps. Clik is better than thread-on, because it makes a reliable connection without it, and so it's quicker.

Gas station air compressors are always broken, even the ones that charge money. If that's your plan, then good luck.