My previous Beretta had that problem. No matter how tight I tried to crank it in, the IC choke would back out over time. It would be 1/8" past the end of the barrel by the end of a day if I didn't check it constantly, and it did fall out once on the way back to the truck after a duck hunt... I don't know if it loosened more from shooting or just rattling around in the truck as we drove down gravel roads, but it seemed like I was constantly screwing it back in.
For better or worse, a wrap or two of Teflon tape solved the problem. I tried threadlocker once, but it made the choke tube almost permanent, and was a real PITA to clean from the threads of the barrel and choke. If you go that route, I would stick with just the Teflon tape... Goes on easy, comes off easy, and it works.
I have not had that issue yet with my current Beretta.