The manufacturers are covering their behind by stating that the lug nuts are to be installed without lube. But they must also be clean, no rust or damage allowed. The reason for this is because different lubricants affect friction differently. They only way to insure a uniform torque is to not use any lubricant.
That being said I have seen many more loose wheels that were installed with dry lug nuts rather than lubricated. Local tire shop here did tire repairs and replacements for the same fleet I did service work for. They always insisted that the lugs and studs had to be dry. They would hammer on the nuts with their 3/4" air wrench until they deformed the nuts and still had problems with wheels coming loose. When ever I had to remove the wheels for brake work or whatever I would drop the nuts in a can of oil as I removed them. When I put them back on I would just use my 1/2" air wrench. Did it that way for 25 years and never had a lug nut come loose.
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Today's Featured Article - Restoration Story: Fordson Major - by Anthony West. George bought his Fordson Major from a an implement sale about 18 years ago for £200.00 (UK). There is no known history regarding its origins or what service it had done, but the following work was undertaken alone to bring it up to show standard. From the engine number, it was found that this Major was produced late 1946. It was almost complete but had various parts that would definitely need replacing.
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