It wouldn't be threaded. Slides off the end of the cartridge, cartridge goes into the grease gun where it lives until it's empty.
Maybe someone reloaded while servicing your car and set the cap on the frame where he wouldn't forget it.
Wait.../ you're talking about your volvo inboard...
That makes sense. I bet you're right. In any event, the motor has not blown up without it being wherever it might have been. Thanks.