While this has been discussed before, I thought I'd share what CZ had to say on the topic. While shooting my Scorpion pistol last Saturday, I suddenly started completely missing the paper at 25 yards. I stopped after a couple of rounds to debug. It turns out that the "thread cap" had almost completely unscrewed inside the compensator and was hanging at an angle that clearly intersected the exiting projectiles. I searched on the topic here and learned that it's a pretty common occurence.
While there is evidently no damage to either the thread cap or the compensator, a muzzle obstruction seems like a safety issue (at least to me), so I called CZ. The warranty/repair department's response was, "yeah, this happens," and the official solution is to use some blue loctite and screw it back on.
Folks on this board have suggested everything from o-rings to rocksett. I'm inclined to just take the stupid thing off and put the compensator back on, which should provide plenty of protection. Frankly, I think it's a weird (at best) design and I'm a little surprised that CZ seems so unconcerned about the issue. On the other hand, since I'll run a suppressor at some point, I sincerely appreciate the 1/2x28 threads.