Howdy
One other thing that can happen is if you are using powder that does not burn completely, a few flakes can work their way underneath the extractor star. I have had this happen with Unique, just a few flakes got stuck under the extractor star, wedging the star back just far enough that the latch could not push the cylinder pin quite far enough forward to unlatch the cylinder.
But the rod unscrewing is the most likely answer.
However, at some point, S&W put a left handed thread on the extractor for exactly this reason. With the left handed thread, normal cylinder rotation tends to tighten the rod, rather than loosen it.
I will have to look up just when S&W changed over to the left handed thread. If you gun has a left handed thread, than the rod loosening is probably not the problem.