I've never actually used a threadless headset, so I don't really have the full picture here. Hopefully someone who has used both can give you some additional perspective.
Threaded headsets tend to loosen occasionally just from road vibration. Occasionally meaning that it might need a readjustment every year or two or three. I assume that threadless are less likely to do that.
As far as packing a bike with quill stem, it's not that hard. You pull out the quill and leave the bars attached. You can loosen the stem bolt and rotate the stem on the bars to make packing easier if necessary. When brake levers had long cables out the top, you could get away without disconnecting the brakes and just lash the bars onto the frame. With cable routing under the tape, you generally have to disconnect brakes (and gear cables for STI) in order to remove the quill. Oh, you have canti brakes. So you just disconnect one side of the bridge and you might get enough excess cable to avoid the disconnect. Maybe.
I was reading the Chris King headsets can adapt for either threaded or threadless use. They sell conversion kits.
Oil is good, grease is better.
2007 Peter Mooney w/S&S couplers/Terry Butterfly
1993 Bridgestone MB-3/Avocet O2 Air 40W
1980 Columbus Frame with 1970 Campy parts
1954 Raleigh 3-speed/Brooks B72