Don't think heat is a factor unless it is generated because of friction. Galling does not occur until you reach some pressure (torque), not finger tight. Galling is caused by the transfer of metal from one surface to the other and that only happens when the metals are similar and under reasonably high torque pressure. When I was working we used to copper plate one of the threads to prevent galling. It worked on new joints but after taking them apart and re-torquing a couple of time the copper would wear off and we were back to galling. And when you gall a 30', 9 1/2" Inconel downhole instrument and have to cut the joints apart and re-weld new threads on you've got a doctor bill. We're talking about a 100,000 lb/ft of torque, not finger tight.
Never heard of Milk of Magnesium as an anti-galling compound but then I'm not a chemist. Saw a demonstration once of an anti-galling compound that was a yellow paste and after the gentleman beat the threads of a 3/4" SST bolt with a hammer he applied some of his anti-galling compound on the threads and ran a nut down on the bolt and back off with a box end wrench - easily. Then he licked the stuff off his fingers. So MOM? Why not. I believe it.
I'm not trying to be argumentative, just trying to set the record straight.