It's something i'd read on some of the VW forums when they were doing this, of course it depends on how much threadlock you use etc etc and i guess there could be other things interfering but you shouldn't need threadlock if you tighten the thing up properly.
Personally i wouldn't use threadlock in that application or PTFE tape for that matter - the thread should be a proper fit in the first place and if it wasn't i'd put the OE part back and look for a different part to fit that fitted properly.
I didn't use it on my sump plug and didn't need to