I have steel wheels which normally aren't prone to lug nuts coming loose like aluminum wheels. Every single wheel was this way. after looking at the lug nuts, it looks like some shop overtightened all of them leaving bad groves on the taper of the lug which wouldn't allow them to fully tightened/ torque down.

Replaced all the lug nuts and had to get one now wheel because it was also chewed up bad around the lug nuts.