I agree about the screw - I'm terrible with screws, myself - but that doesn't allow the maker or distributor that freedom.

About the screw backing out. Since the screw could still be 'out' with the gun assembled, then it could unscrew at any time. I would think when it is together, there would be no pressure on the screw, and that's the time it would back out - from the vibration of firing, not from the vibration of transport(although that could cetainly happen with an improperly tightened screw).