I've been exploring this issue as well... Arranged to buy a Super Takumar 24mm locally and had a week before meeting him, so was doing some reading on the lens ahead of time and noticed
this page. So sure enough when I met the seller last night and tried the lens on my K1, it seemed clearly deficient at infinity. The seller also had a 20mm Takumar that I am considering buying, so I tried that lens with the same adapter and it either did focus at infinity, or was at least much closer. I went ahead and bought the 24mm and have more testing to do, but am debating trying a surgery as described in that page linked above.
Edit: FWIW, I went out back for a quick test that occured to me... One thing I've always done (have always used the cheap adapters, btw...) is screw the lenses down solid whenever I shoot with M42's. I decided to slightly unscrew the lens to see if it had any effect, and sure enough the farthest thing I could focus on got noticeably sharper at infinity. Had to get back to my day job but will be testing this more later..