To add to all of the comments talking about downward not outward force – Screws are actually better at resisting that lateral force pulling out than the perpendicular force pulling at the ground. The threads provide a much larger surface area for friction to affect things.
Nails are better at perpendicular forces but as probably is apparent – can get pulled out relatively easily. Which is why you can pull a nail out of the wall with a crowbar/claw hammer pretty easily but you’re going to have a hard time pulling a screw out. This is why nails are used for things like framing a house instead of screws – there’s not much lateral forces to worry about but in some areas a LOT of weight being put on the nails where screws would just snap.
Screws are still generally plenty strong for most things you’d be hanging on a wall though. But as always check the specifications and instructions of for example, any TV Mount or other mounting hardware you are using so you use the correct fasteners, don’t hang too much weight, and have enough screws in studs.
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