Think about how the gun is constructed. The barrel threads into the receiver, and the locknut threads onto the barrel. As the barrel and locknut screw in the same direction, the headspace can not change (i.e. the barrel unscrews a bit) unless the locknut moves. The locknut, as Olbiker said, is on pretty tight. There's no way one is going to come loose through shooting.
I have been Fooling with Barrel nut Guns sence the 60 .. They Flat Don't Come Loose But ...... I have seen several Of Them that were Cracked I belive From Over Tighting Them at the Factory Rather It is Savage Or Marlin . And You May Have something none Of Us Have seen before . DD