See the thread on Brass vs Aluminum Threads on Canister Stoves. The thinking of several of us, is that dirt and abrasion are responsible for the reports of stoves wearing out their threads prematurely, causing the canister to drop off the stove. The cleaner you can keep the threads, the longer the use should be from your stove. Worth the 0.0 oz penalty (on my scale).
I also wipe threads on stove and canister with a bandana before assembly.