My understanding of this is that threadlock is practically never strictly necessary, but it can help significantly with robustly keeping bolts screwed in where they’re supposed to be, and makes it less necessary to frequently check the tightness of every bolt.
I would assume we don’t suggest using it on the dome cap because of the polycarbonate retaining flange - threadlock can react with polycarbonate and make it brittle, which means stress cracking can occur. We have a warning about this in our T200 learn tab for the same reason, since the thruster body and propeller are both made of polycarbonate.
Not using threadlock won’t cause immediate failure, but if you do choose to do so I’d recommend frequently checking the bolts to ensure correct tightness (noting that over-tightening them is also a bad idea). This is particularly important for an end cap with cables and a vent plug, as you’re more likely to shake that around a bit than something like a dome for a camera, which I’d expect is also more carefully handled anyway to avoid scratches.
As is, when you open an enclosure you should be able to open the vent plug to avoid air pressure issues, and it shouldn’t be necessary to remove the end-cap at all. Note also that O-rings can get worn down with use, so where possible it’s good to avoid disturbing them.