Some thread protectors seem to stay in place on their own. Some tend to work loose and start to move a thread or more.
I guess if you remember to keep an eye on them during a shooting session and tighten as needed if they work loose then it's no big deal. But, forget, and loose that threat protector in the dirt, grass, rusty steel brass out in front of the firing line and you might not find it.
I keep an o-ring on all mine just to make sure I don't loose one.
I just went to Lowes, bought one of the little plastic containers of different sizes and then looked through them till I found the right size and then bought a box of the right size. Can't remember which size that was now and I need to buy some more, just to have when one splits/cracks and needs to be replaced.