I had trouble with the front sight on my PMR30 coming loose and I even loctited it, BUT, I neglected to thoroughly clean the threads before I put loctite on them and they would continue to always come loose. Once I thoroughly cleaned the threads, think I used acetone or brake cleaner, then put loctite on them, screwed them back in tight and they have stayed tight ever since.
I think getting the threads clean and free of any oil is the key. You're likely good to go but if you're anything like me, you'll probably still keep a close eye on it. I still check mine every time I shoot it just to be sure.