The pitch of the screw is fine enough that weight on the jack increases the friction force holding it in place as much or more than it increases the force trying to unscrew the screw.
Think about putting a cardboard box on a gently sloped driveway. Making the box heavier won’t make it more likely to slide, but making the driveway icy or steeper might. A screw is just a ramp wrapped around a cylinder.
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