Copper grease-anti seize

Vehicle wheelnuts should always be torqued up bone dry.
Almost everyone in the trade will tell you this.
Lubrication of any kind alters the torque values and increases the chances of bolts loosening.

This is likely to be both right and very wrong.

Right:

Vehicle wheelnuts should always be torqued up bone dry.

If the manufacturer has designed them to be done dry, that's what you should do.

Lubrication of any kind alters the torque values

If you add lubrication, the relationship between tightening torque and bolt tension changes

Wrong:

increases the chances of bolts loosening.

If you use the dry torque value on a lubed bolt, it will have more tension; this makes it less likely to loosen. It might also exceed the tensile limit of the bolt in some situations, which is why you're stuck with the dumb designers decision.

Very wrong:

Designing a threaded connection to be assembled without lubrication, except in very specific circumstances where contamination from the lubricant is a bigger problem than the myriad problems which unlubricated threads create.