I knew that Schwalbe tubes had removable valve cores, learned that the hard way wih my Lezyne Micro Floor Drive pump that threads onto the valve core instead of clamps on.
But I had never heard of a valve cap causing them to unthread.
A friend of mine used a Shrader to Presta adapter to add air, when he went to unthread the adapter, the adapter and valve core went flying, took a long time to find in the grass.
I wrench mine tight when new, not a lot of torque but more than enough considering anything I thread onto it later is only tight enough to unscrew with finger pressure.
I think Dan said he used loctite on his. After hearing that, I did that on some brand new ones I had, but if you do that be careful that you only get it onto the threads and not on the valve core seat that could cause a slow leak later.
I started to carry a spare valve core and a tiny little valve core wrench when I tour.