ThisToThat.com says this about using adhesives with plastics — "There are so many kinds of plastic its [sic] hard to give advice here that applies to them all. If possible try a small test in an area that doesn't show. Some plastics have a smooth surface finish that can be sanded off with a 120 grit sand paper, for better adhering properties." CurbellPlastics.com advises "Some plastics, such as ABS and acrylic, are easy to bond with adhesives and solvent cements. Others, such as HDPE and [polypropylene], are more difficult to bond. To achieve a permanent joint, it’s important to select plastics and adhesives that are compatible with each other and suitable for the operating environment."
Plastic identification, and choosing the correct adhesive / solvent for that plastic, once identified, could be an entire book unto itself.
In short, manufacturers of plastic threadlockers can only say that their product will work with "most" plastics, because it's simply not possible for one adhesive to work with all plastics available. Unfortunately, polyolefins (e.g. polyethylene, polypropylene) and other low surface energy plastics (e.g. acetal/polyoxymethylene, PTFE/Teflon) are definitely used for threaded fasteners.