I don't think the screws untighten as such, but I do think connections can become loose where there is temperature cycling, due, I believe to "creep" of the relatively soft conductor metal under pressure. A particular example of this is where stranded flex of appliances used to be supplied with the ends solder tinned for ease of fitting the plug. This often used to lead to bad connections after a time.
Further thought -- Once the tightness in a connection is lost the resistance will rise leading to greater resistive heating, so perhaps there is some sort of exponential effect here until heat damage or failure due to open circuit occurs (??).