Loctite, or thread locker because I typically use the brand Permatex, is for helping keep a bolt or nut exactly where you want it until you want/need to remove it with a little extra force. I am well aquainted with doing this because I ride a Sportster and they have a tendency to rattle off any and every nut and bolt they have.
On the other hand I don't use grease to do the opposite, I use Anti Seize. Loctite makes a version of this product as well, but again I use the Permatex brand. Anti Seize makes it so you can easily remove a bolt that has been in place for long periods of time, in an environment where rust is unavoidable, or in places of high heat which can cause metals to bond/expand/retract and all other manner of annoying things that will make the bolt or nut difficult to remove without a little lubrication.
Grease is really more for an area or mechanism that moves such as joints or bearings. It can also be used to slide parts into place but again there are other products such as WD40 I would rather use than grease. I also sometimes use grease to hold a gasket in place if there aren't guide notches to do that job.
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