The stock washer that goes under the sprocket bolt is a cup shaped washer so it will retain tightness of the bolt. Could be that washer has lost strenght & needs replacing.
Another thing, all replacement sprockets not the same, some are thinner & some thicker.
If you have one thats thinner, then a spacer or shim washer need putting over the shaft on the back side of the sprocket so it will make the face of the sprocket flush with the shaft end, that way the cup washer will do its job.
If the sprocket is thicker, the cup washer cant work as good either because now the bolt cant tighten up aginst the shaft end.
Never had to use any locktite on a sprocket bolt before.
Neil