I just happen to be fussing with my chain and sprocket at the moment. The sprocket connections are shear load paths. If you have a torque wrench handy it doesn’t hurt to torque fasteners considering how vibey (what’s the correct word?) the bike can be. When I removed my rear sprocket the nuts looked like they should be self-locking, but I could easily remove them by hand. I’m not sure what happens if the pinion gear comes off while riding; but you do have the bent tab nut retention there.