The thread protector on the version of .22 compact I have flares out, and would make all the difference in slide fit.
My cleaning scheme is to put the suppressor adapter back on as a step before releasing the slide stop. If you are not using a suppressor, I don't see the need to remove the protector with every cleaning. Unless you are using an adapter, I wouldn't even expect you to have the appropriate wrench.
BUT, if the new suppressor-ready edition requires that you take the adapter off to remove the slide, yes, it needs to go back on as the last re-assembly step.
Generally, there are no stupid questions, and a complete thread may answer someone else's question early on. So I added this last post.
Aussies, enjoy that .22 compact. I've got 5K rounds through mine, and love it. I wore out the take down lever, and had to send it back for that, but otherwise, it is great.