Most scopes/mounts are tapped using a tapered tapping bit (creating an upside down pyramid shaped hole). This creates a very tight fit as the screw is tightened deeper into the hole. I worked four years in a gun shop and never used Loctite, finger nail polish, etc. on any scope mounts unless the customer asked for it. One caveat, use a torque screwdriver and follow the manufacturers directions regarding inch pounds of torque when tightening the screws, especially with aluminum rings/mounts.
if you ever have an issue getting small set screw loose, try a GOOD soldering iron with a precise tip. It will heat the screw and soften up the loctite without damaging or even discoloring your equipment.