I've always used blue Loctite on scope rings, and without a problem.
I've used Loctite on car and motorcycle parts as well. Over the past few years I've noticed that many Harley shops have backed off on the use of Loctite, with the wrenches saying that the stuff damages the threads. Until last weekend I didn't believe them. But, while tearing apart my motor, I did notice that some of the smaller fasteners didn't seem to have threads as crisp as they should be. Now, that could be due to the fact that those fasteners (bolts, screws) have been screwed and unscrewed many times, and each time received a fresh drop of the blue stuff.
If anyone has more knowledge in this area, I'd love to hear about it.