It's difficult to unscrew the ball head, if it's held on with Loctite.
It's a matter of convenience. The same reason we put quick release clamps on a ball head so we can mount the camera/lenses quickly. Those would be more secure when screwed on, too. If you are a pro, and time is money, then the convenience might be worth the (very small, IMO) risk of failure.
Really, the biggest weak point I see, is that there is one more quick release clamp in the setup, which could be accidentally opened. I have a Gitzo tripod, with RRS ballhead and clamps, and I can't see any of that equipment failing under normal use. It's high quality stuff, and you would have to beat the shit out of it to get something to physically break. Sure, it might break if you dropped off of a cliff or something, but then the camera/lens would be toast anyway.
Well anyway, it's a non-issue for me, because I only have one ball head, and no gimbal.