No. Before teflon tape, we used this gunk called 'pipe dope'. Pipes seal because the threads are tapered. 3/4 inch per foot if you care. Sadly, the threads often have imperfections from the cutting process, so we add a sealant.
Now, if the material is soft enough to deform when screwed together, we get an almost perfect fit. You've heard of a lead pipe cinch, of course. Naturally, we don't make frying pans out of lead, but there could well be some in our bodies from other sources.