What I see in the image is that both faces (butt and shaft) are beveled, thus all the force is being restrained by a narrow band near the outside edge of the thread (inside of the butt and shaft).
What you need to do is find a cue repair person and have both faces "faced" which is a lathe term denoting making the face perpendicular to the axial center of the batt or shaft. The repair time is mostly setup--making sure the [butt or shaft] is perfectly centered and true to the lathe axis.
Threads to not stay tight because there is friction in the threads, but because a greater force is applied on the faces holding tension on the threads. {In the same way a nut spins on a typical thread, but when tightened (torqued) holds <essentially> forever.}