Well, I'll share some of my experience-based concerns with screw-on stuff.
Nowadays, there's some common situations. One, they don't glue the inserts in really solid, not on the cheap shafts.
Two, there's some inserts which have only a few turns of thread engagement before they bottom out. Having too long of a thread then means that they'll stop turning on the bottom of the insert, but the front impact-load-bearing surface fails to seat.
Three, there's nylon plastic inserts, there to be cheaper and lighter. They're only pressed on and don't have "real" threads inside either. Nylon is a low-surface-energy plastic and no glue sticks to it. Superglue, epoxy, etc will all ultimately flake off.
That being said, there are many good inserts out there. The insert system was never intended to be a safety-critical feature. The way I saw it, I could make very safe insert-mount tips, yes, but I couldn't regulate WHAT shafts they put them on, for the very reason that the system IS universal. With arrows on the market (esp the cheap end) that don't use secure inserts, there's always a concern there.