Chain Master link / Joining Link safe?

i am skeptical about the screw and nut too - supposedly the rotating action of the chain would either tighten or loosen the nut in time, just like pedals?

on the other hand, quick links e.g. the KMC one are rather thinner than other links of the chain, making it less "super tough"?

They work great, I have raced and trained on them for a couple of years, never had one unscrew or break and I used to output a reasonable amount of power.