from that link i gather that you screw these parts into a base of some sort, then pound the "snot" out of some piece of metal. So you probably aren't installing them with a singificant preload, enough to tighten them up. But if you're pushing up on the end of the punch, isn't the thread transferring the load in bending ? hence tension stresses. Further, if it is a machined thread, the stress concentration is much higher (than for a rolled thread).