dusty wroteLet me repeat the question.
If a longer set screw is used (as an arbor set screw), does this increase the propensity for the set screw to work loose?
OK! Guilty! Missed 'increase'! Since your previous concerns re set screw involved retention, I totally missed that subtle directional alteration!
Only thing I can come up with is, it depends upon what it snags on. I do not think flying in the breeze will cause it to work loose. I do not think increased centrifugal force due to increased mass will either. Increased mass may alter any sympathetic vibration, but that is pretty far fetched.
Nor do I think it will help other than that already stated above.;)