Stephen,
The reason for the extra thread on those shafts was to give the idlers more slack when removing a track. So, unless you are removing a track then you don't need them. Have you checked for the slack in your track as Don has mentioned? If not this is what the manual says to do. First run your track back and fourth and come to a stop not using your brakes. This lets the track rest with no strain on either end. Next run a string across the top of the track with weights on either end. Lastly have someone that weighs approx. 150 lbs. stand on the track and measure deflection. I think it is 1/2" or 3/4" as Don said. Are your tracks new or old? If they are new then yes they are tight. I didn't have to tighten mine much at all one installed unlike the position of the nut for my old tracks. If they are old then you should have them adjusted up a bit to take up the slack and to not throw a track. Posting pictures would help from a side view. Hope this helps.
Steve A.