It's possible for coolant to crawl up the threads and end up leaking from under the bolt head if it doesn't seal to the head surface well. A little dab of brush-on Permatex gasket sealer will lubricate the thread during assembly, then help seal against coolant leaks on holes that go through into the coolant passages. I use Never-Seez on the threads and a small amount under the bolt head so all the torque goes to tightening the bolt, not to overcome drag, and it seems to seal well also. If you use anything other than motor oil for thread lube, stay toward the low end of the torque specifications.
Jerry