Reinforcing a load-bearing bolt in metal-to-metal assembly
In general, bolts are great fasteners, and unless the engineers did a particularly poor job designing the connection, you shouldn't have to worry about a properly assembled pull up bar.  The issue comes when bolts start to loosen up and move.

If that bolt were to loosen up a bit, it would start to jiggle and move as you worked out.  A pull-up bar will have 100s of pounds of force on it, so a loose connection will get looser and move more and more until the bolt strips.

You give the idea of "epoxy" on the threads, but there are actually "thread locker" compounds used on threaded connectors that are made for this.  Any automotive parts store (and most home improvement stores) will sell thread locker.  It typically comes in a "blue" color for removable connections and "red" for permanent, but you need to read the package.  For this use, permanent should be fine, because even if you want to take down the pull-up bar and move it or sell it, you probably don't need to take it apart.

I wouldn't bother with a reenforcement strap.  Make sure all the connections are tight and secure and you should be fine.