there is one other reason and it might be an important one. It's the the prop mount spinner.
If it gets loose in flight then the direction of rotation matters. When the direction is "right" you won't lose the nut.
That is right!
Both the propeller-motor-connectors I currently use do use a screw thread / worm.
the propeller will fasten them, if turning right.
I will use one of them the wrong way around, when I do, I better find a way to secure the nut.
I don't think i could loose it. If it got loose I would notice right away.