My wife and I have both have bracelet screws back out on their own. Fortunately, we have always noticed them before they fell out completely. I have wondered about lock-title to prevent this, but don't feel comfortable enough to try it with no experience.
I've owned Rolex watches since 1976. I've gotten married wearing one, gotten divorced wearing one, slept with it on, cooked with it on, have rode horses wearing one, have been a motorcycle passenger wearing one, gone swimming with one on and played softball with it in my pants pocket. I've whirled my arms around in circles wearing one, jogged with one on. I have NEVER had a bracelet screw come loose...Ever!. Of course, your mileage may vary.
Never lost a screw; howevever, I do use loctite. Most recommend it; but, I know others who never use it, and do not have an issue either. As long as it is in tight, (not to tight), and you check it every blue moon, you should be fine.