Not threaded, but double O-ringed. They work and there is no risk of cross threading. The only problem I've ever heard of had to do with a fairly radical pressure change which effectively hermetically sealed the matches, but that was from someone who does special and weird things for his government paycheck.
No scuba, no halo, you'll be fine. :P
A friend of mine did a deep dive with one and experience the same thing... he was curious what would happen and now has it in his office. You would swear it was welded shut.
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