I don't believe the SP-101 extractor rod is a screw-threaded part, so it is unlikely that it is coming unscrewed.
.22 ammo is filthy stuff. My first guess would be a build-up of crud or a few unburned powder granules under the extractor star, but if the problem goes away after just opening and re-indexing/closing the cylinder, then it's probably crud at the front of the cylinder, where it spins on the crane.
One last possibility would be a loosening of the crane (cylinder) latch screw, allowing the crane (cylinder) latch to occasionally get misaligned and bind-up on closing. Look for the screw under the crane (cylinder) latch, also known as "that button you use to get the cylinder open". The screw passes through the latch from bottom to top; make sure it's not backing out (or missing).