It's not a big deal. I use thread on terminals all the time. BUT, when you get that style... the first thing you shoudl do, is grab the terminal with good pliers, and make sure its snug. Don't rip it up, or try to torque it to 1000 Lb-ft. Just make it tight. Then... don't give it a second thought.
OK... lets assume that one did vibrate loose (eventhough the boot is holding it)
1) If it's just loose: Eventually the internal arching will erode the metal, and you will loose spark.
2) If it came off all together: Basically the same thing would happen, since the terminal would be in the boot contact.
Since the rubber boot would still be holding the wire to the plug... it's not like it would fall off, and cause arching in the bilge. AND, since most seadoo coils are ballast'ed (on the other plug) the energy would dissipate.
As you can see... the worse case would be the same as fouling a plug. It would run bad.
AND THAT'S IT.