The best explanation I heard is to visualise a pencil held vertically in a loosely-closed fist, such that the pencil leans at an angle.
Then move your hand in a flat circle so the pencil rolls around and along your index finger.
The pencil rotates as it moves. This is the tightening action of the pedal spindle in the crank.
The pencil touches your index finger the whole way. This represents the first couple of threads in the crank and the pressures pit in place
So? If the pedal spindle has any play, the movement will slowly grind away the first thread because of the increased pressure and that it comes and goes with every revolution.
In theory its doing the same on the other side too, but we never notice that damage.
As the pedal spindle "self-tightens" it also presses the end of the pedal thread into the crank with applies a side force to the threads of the crank, also deforming and "squashing" the threads away.