If you mean the Furutech FP-201 spade as pictured above, the set screw design is intended for use as a solder-free, crimp-free termination method. So, the two set screws are indeed intended for termination of speaker cable wires, not as a speaker cable strain relief method.
The Furutech FP-201 design also offers the option to solder the wires via an opening at the end of the termination entry hole as well as use of the two set screws (or not). It can also accommodate the use of ferrules such as WBT crimp sleeves if so desired, since the FP-201's design is not unlike WBT spades set screw termination method.
The Furutech FP-201's fit and finish is so elegant that I would highly recommend against the use of solder -- there are other fine spades to choose from that are specifically designed for crimping and/or soldering -- it would be a pity to blemish the elaborate platings of the reusable Furutech FP-201 spade via the choice of a solder termination method, IMHO.
My opines come from direct experience; I use a pair of Kimber 8TC Special Edition speaker cables terminated with Furutech FP-201(G) gold spades for my stereo subwoofer system and find that particular cable to mate very well with that particular spade via use of the two set screws (no solder, no crimp sleeves), although the use of crimp sleeves would be a very good thing for users to consider.
