You are correct Dan. If that long screw is NOT there, and a user presses the adjustment unlock button with the motor running?
The entire top of the grinder will unscrew itself in about 1.6 seconds. (an approximate timing)
And, if I may, a suggestion for any brand new
rocky owners: as you unpack it from the box, remove the top lid, invert the grinder and give it a good shake and a slap on the side.
Very occasionally, someone at the factory may throw in a spare loose screw for the burrs. If left in place, and the motor operated, it will instantly destroy the burr set. A bad thing!