Why no threaded headset cups? Threaded bottom brackets 


are much simpler to install
require minimal tools (press-in requires a $300 press)
are automatically aligned, as the thread was cut in the factory.


So what is the reason not to exist headsets, the cups of which thread into the headtube? And be the most often used ones?
The cranks are always spun in the same direction and the threads are located so the cups don't get loose. 

The headset does not have a direction where the spinning is happening and it is not possible to have self-tighning cups. 

Also fork gives vertical load, directed into the threads. Also there is a big frontal load on the fork which will be transferred into single directional side-load on a thread. A thread can cope with each of these factors separately, but both of these, combined with constant vibrating, will eventually cause the thread to fail, especially in aluminium frame.