I think there is a slight interference fit between the axle and the nut, or maybe that's just Chinese machining tolerances
Once they have been re-torqued several times, they will stay put w/out over-tightening.
Loctite is a funny thing. First off, the brand name has become synonymous w/ all threadlockers, like Frisbee. W/ the Loctite brand is red is permanent and the blue is semi-perm. W/ some other brands, it's reversed
The stuff is like liquid gold and I wish I had invented it.
I usually run out of Blue half way though the job and finish w/ the red, it's not like the perm. is so strong that one can't loosen it.
I use it on everything ebike whl. related, torque arm hardware, disc mounting screws, etc.