Compression connections are extremely strong and reliable. Some plumbers from back east insist on sweat only. I have never seen a compression-connected valve develop a leak at the connection. Never saw one come apart catastrophically. I have replaced some that were not tightened adequately at first installation. They could have or should have come apart, but never did.
If you use proper technique to install them, you should not lose any sleep over them.
Now, is a threaded valve connected to a male adapter better? Probably. There is the extra first step of soldering the adapter, but future replacements will be a little easier. There is also the complication that a future DIY fails to use a proper holdback on the male adapter and twists the copper.