Threadlockers come in various degrees of "strength".
Linseed oil is relatively wimpy for use on spokes. What you want.
I could see where after a few years, nipples may unscrew easier with its use than if nothing was used at all, since it'll also help prevent/reduce corrosion.
It can take a long time to "set" however. Too long for most of us.
Being able to lay the rim in the hot sun is a very useful "tool".