Generally the coating on most aluminium goods is not a paint but a coloured aluminium oxide film i.e. anodising. Painting aluminium is a pain needing good surface preparation & a specific primer
Aluminium oxide (& anodised coatings) is very stable in a lot of conditions BUT ethanol & methanol (HEET), both liquid & vapour, will attack both aluminium oxide & the base aluminium material creating the powdery corrosion product.
To protect the threads from corroding you could coat the threads in a paint or stop the ethanol getting there. I chose the easy way, minimising the ethanol contact by using a resilient silicone gasket in the lid (so does the Kojin I believe) & in addition choose to burn out the stove after each trip. Tins are cheap so 'making' new one every year or so doesn't hurt & the gasket/ wadding can be re-used.