In many of the threaded entries that are not an integral hub, one can still get a lock nut on the connector because the threads are only the thickness of the box wall. Some entries have an internal boss to make it thicker, so using a locknut may not be an alternative.But UL says connectors have not been evaluated for use with anything other than lock nuts, so it doesn't matter is it is a hub or a threaded entry that you want to use the connector with. Note that saying they have not been evaluated for a use is not the same as saying they can't be used for that use.
Is the evaluated only with locknut with respect to grounding or attachment? For non-metallic conduits and cables, grounding isn't an issue.
I agree that not evaluated does not mean cannot be used in another capacity.