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duncs
If you had thread engaged in both pieces, the piece you’re attaching won’t nip up well, until the thread is stripped out of the piece you’re attaching. Which is why you can tighten a screw really tight, but still have a gap. You can also just back the screw out until it’s only in the piece you’re attaching, push them tight and then tighten, but it won’t be clamping as forcefully if there’s thread engaged on both sides.
A lot of the holding power will come from creating friction between the two mating surfaces. More clamping force = more friction.